Axley EquiLibra ALM empowers financial institutions to proactively manage balance sheet risks, including liquidity risk, interest rate risk (IRRBB), and funding gaps. Through advanced scenario analysis, stress testing, and real-time monitoring, our solution enables banks, credit unions, and insurers to optimize asset-liability strategies, ensure regulatory compliance (e.g., Basel III, IFRS 9), and maintain financial stability in volatile markets.
Asset & Liability Management
Effectively manage your interest rate risk and margin


Balance-sheet Gap, repricing risk, Yield curve risk and Basis risk management
- Dynamic gap analysis to detect and manage mismatches in maturities and repricing between assets and liabilities.
- Quantifies exposure to both parallel and non-parallel shifts in the yield curve (e.g., steepening, flattening, twists).
- Captures basis risk (different benchmarks: Libor/SOFR, Euribor/EONIA) and time-lag effects between asset and liability movements.
- Monitors interest margin sensitivity under various rate movement assumptions to support ALCO decision-making.
- Strategic benefit: improves balance sheet structure, hedging strategies, and resilience to interest rate volatility.
Interest rate risk in the banking book (IRRBB) reporting
- Full IRRBB compliance with Basel III (BCBS 368) requirements for ΔEVE (economic value) and ΔNII (net interest income).
- Automated measurement and backtesting under standardized and internal scenarios (parallel shift, steepeners, flatteners…).
- Stress testing engine for regulatory and internal risk appetite monitoring, including rate shock and behavioral assumptions.
- Integrated reporting for ALCO committees and supervisory disclosures (National regulators).
- Regulatory advantage: ensures transparency and consistency across regulatory inspections and SREP processes.


An off the shelf and very fast Value at Risk (VaR) analysis
- Prebuilt VaR engine for immediate quantification of market and liquidity risk, tailored to banking book exposures.
- Supports Monte Carlo, Historical, and Parametric VaR with configurable confidence intervals and holding periods.
- High-speed simulations enable near real-time insights during stress events and market volatility.
- Enables strategic asset allocation decisions, liquidity planning, and interest rate hedging analysis.
- Business value: improves responsiveness and reduces model deployment time, with minimal setup required.