Ambit bancWare Ambit Asset/ LiAbiLity mAnAgement

Ambit Asset/ Ambit BancWare
Liability Management Asset/ Liability
Management

Better information and analysis means better decisions.
Managing the risk on the balance sheet today requires diligence,
and flexible, scalable tools to meet your needs now and in the
future.

Today, asset/liability management profes- a large number of ‘what-if’ scenario simula-
sionals demand solutions that enable sophis- tions interactively. Our scalable technology
ticated, dynamic modeling and financial platform provides a modeling and simulation
statement simulation using the latest financial environment in which multiple analysts can
techniques. To manage risk effectively, you work collaboratively and efficiently to measure
need to model customer behavior, bank strat- and manage the risk return profile of the bal-
egy, interest rate scenarios and a wide range ance sheet. An intuitive user interface and
of other economic variables quickly, easily and integration with Microsoft Excel make Ambit
accurately. And you need tools that let mul- BancWare ALM easy to learn and easy to use,
tiple users collaborate efficiently. so users can be immediately productive.

A proven leader in balance sheet man- Powerful Enterprise
agement software, Ambit Asset/ Liability Technology
Management provides flexible and scalable
asset/liability management (ALM) solutions To maximize scalability and computational
that meet your enterprise goals. throughput, SunGard works closely with
our strategic technology partners, including
With SunGard’s Ambit BancWare ALM you Microsoft and Intel. Leveraging the latest
can… development technology, including hyper-
threading and distributed compute capa-
• Evaluate the impact of runoff and new bilities, Ambit BancWare ALM provides an
business, either in combination or separately efficient environment for collaborative risk
management. To expedite processing time,
• Model the effect of product and business computations can be distributed to several
decisions on your future balance sheet in servers, speeding time to solution and allow-
multiple currencies ing for more granular and intensive analysis.
Users can choose to license only the modules
• Model changes in credit quality, defaults and that are relevant to their needs and can easily
delinquency scale up to meet their modeling requirements.

• Integrate the gathering and vetting of We recognize that every bank’s risk and
planning assumptions directly into your ALM performance management requirements are
process unique. Within the Ambit BancWare ALM
solution suite, we offer a variety of configu-
• Manage and understand the impact of rations and modules to meet the specific
interest rate volatility on your balance sheet requirements of your institution - from stan-
dard ALCO reporting on a stand-alone PC
• Project net interest revenues more to sophisticated analytical capabilities in a
accurately, evaluate pricing strategies, and multi-user, distributed compute environment.
manage expectations Ambit BancWare ALM’s flexible technology
supports multi-tiered architectures, allowing
• Narrow the variance between actual and you to deploy software in a variety of configu-
projected interest rate margins rations, and scale efficiently as your business
evolves. Whether you are a local credit union
• Mark-to-market current and forecast balance or a multinational institution, Ambit BancWare
sheets, portfolios, or individual securities ALM delivers solutions to meet your budget-
ing needs now, and in the future.
Collaborative Risk
Management

Increasingly, financial institutions need to
involve many members of the team in the
process of managing risk in real time. With
other A/L solutions, this can be difficult or
just not possible. With Ambit BancWare ALM,
analysts can easily run, manage and compare

Multidimensional Analysis Data Confidence

Ambit BancWare ALM facilitates risk profile Data accuracy is critical to predictive analysis.
evaluation and proactive strategies, optimiz- Ambit Risk & Compliance intergrated solutions
ing your institution’s risk/return tradeoff. With offer authoritative data integration tools that:
Ambit BancWare ALM, you can build balance
sheet models that measure and forecast all • Extract, validate and normalize data across
drivers of your business. In addition to tradi- your internal systems and third-party data
tional dimensions such as products, business providers. Ambit BancWare ALM is seam-
units, customer segments, and market expo- lessly integrated with third party analytic
sures, Ambit BancWare ALM allows you to providers including ADCO, AFT and Intex,
compare simulations across more fundamental among others
dimensions such as scenario, business strategy
and time, and less obvious dimensions such as • Enhance position-level information with
model version or current position date. algorithms for data manipulation and
financial calculations
Comprehensive, Powerful
and ExtenSible Analytics • Interface with any ODBC compliant database
and capture information from any file format
Ambit BancWare ALM offers the industry’s
only daily time series engine. This unique fea- • Offer rules and pre-built templates to handle
ture allows earnings simulation and valuation data exceptions, create audit trails, and
routines to naturally produce accurate results generate missing data reports
for positions with virtually any sequence of
events, and for any reporting interval. This • Allow easy modification and maintenance
flexibility enables users to easily model the of data in your ALM models
broadest possible range of financial instru-
ment behavior using tools to define the
sequences of events (puts, calls, re-pricing,
cash flows, etc.) that describe their contractual
features. To get you up and running quickly,
Ambit BancWare ALM offers the convenience
of pre-built financial instruments and algo-
rithms, which can be easily tailored to your
needs. And for more complex scenarios,
Ambit BancWare ALM offers the flexibility to
build your own algorithms and apply your own
equations to produce completely customized
behavior. Whatever your analytic require-
ments, Ambit BancWare ALM can handle
them.

Delivered and supported by A team of Experts, SUNGARD provides
consistent, predictable implementations “on time and on budget.”

Reporting flexibility

Access to data and analysis can often be as if our out-of-the-box reports don’t meet your
important as the data itself. Ambit BancWare needs, it’s easy to create custom reports. Our
ALM offers hundreds of standard reports, flexible reporting also enables compliance
allowing for easy slicing, dicing and reporting with regulatory requirements for Basel II, IAS
of data to understand the relative impact of 39, and FAS 133. Management reports can
changes in the environment, balance sheet be easily distributed via email, an internal net-
composition and model parameterization. And work or a Web portal.

Built in Simulation Capabilities Include:

• Net interest income simulation - Full mark-to-model for any current and
future state of your business, market or
- Fully integrated with mark-to-market customer strategies
calculations for impairment and optimal
option exercise calculations • Stochastic modeling

- Interactive simulation through - Parametric, historical sampling and Monte
integrated Excel reporting environment Carlo-based V@R estimation

- Dynamic cash flows reflecting - Historical sampling and Monte Carlo-
prepayments, loan performance, based forecast-centric earnings and total
delinquency and default return at risk analysis

- Accurate financial statement simulation - Variance reduction techniques, includ-
including accruals, premium/discount ing antithetic sampling, moment match-
amortization, loan loss reserving and ing, representative sampling and Sobol
provisioning, mark-to-market accounting, sequences
impairment accounting and accounting for
foreign exchange gains and losses - Economic capital estimation

- Unlimited deterministic stochastic - Total return analysis
scenario simulation with built in
decomposition of results into runoff • Regulatory Analysis
and new business strategy components
- Basel II, IAS 39, FAS 133
- Complete control over the dynamic
modeling of balance sheet strategies • GAP analysis
with user-specified algorithms and rules, or
individually planned new volume and • Pro-forma funds transfer pricing
pricing assumptions
• Multi-factor behavioral and pre-payment
• Market valuation modeling

- Arbitrage free valuation – from • Full multi-currency capabilities, FAS 52
deterministic to term structure based and risk analysis

- Option adjusted valuation with separate • Core deposit modeling
presentation of embedded option values
• RAROC
- Duration, convexity and other
comparative static measures • Hedge analysis and optimization

• Comprehensive financial instruments
coverage

• Loan impairment analysis

Ambit BancWare Asset Liability Management at a glance

Ambit BancWare ALM provides complete multidimensional analysis of the balance sheet, incorporating interest
rate risk, income simulation and market valuation using deterministic and stochastic modeling. With a flexible,
scalable component-based architecture and object-oriented modeling environment, Ambit BancWare ALM pro-
vides unlimited modeling capabilities and unlimited flexibility in the definition of business assumptions.

Ambit BancWare ALM’s multi-user functionality facilitates collaborative work and increases efficiency.

With an intuitive user interface, Ambit BancWare ALM is tightly integrated with Microsoft® Excel, for flexible and
powerful reporting. Fully integrated with other Ambit Risk & Compliance and SunGard solutions, and with third
party analytic providers, Ambit BancWare ALM delivers actionable intelligence for effective risk management.

Proven Record of Customer Support Excellence

Delivered and supported by a team of and support team is always available to pro-
experts, SunGard provides consistent, predict- vide training, customization, and risk manage-
able implementations “on time and on bud- ment consulting.
get.” Moreover, our highly trained consulting

INTEGRATED RISK AND PERFORMANCE SOLUTIONS

A leader in risk management, Ambit Risk & standing of your complete financial picture
Compliance solutions offer scalable technol- and allows decisions to be driven by com-
ogy and proven solutions that help financial mon strategy and assumptions. Ambit Risk
firms effectively measure and manage risk, & Compliance solutions can integrate critical
forecast balance sheet performance, meet financial management systems, giving you the
r­egulatory requirements and make critical power to share comprehensive analytics, deci-
business decisions. Our modular, integrated sion-support and performance measurement
solutions for asset/liability management, at all levels of your business.
profitability, strategic planning, credit risk,
operational risk, economic capital and regula- With over 25 years of banking technology
tory compliance provide a complete picture experience and more than 500 clients in more
of your banking business. A unified view of than 40 countries, Ambit Risk & Compliance
risk and performance measurements across all solutions deliver high-caliber, actionable intel-
activities and markets drives greater under- ligence to meet the specific needs of financial
institutions — both large and small.

about sungard

With annual revenue of $5 billion, SunGard is a global leader in software and processing solu-
tions for financial services, higher education and the public sector. SunGard also helps infor-
mation-dependent enterprises of all types to ensure the continuity of their business. SunGard
serves more than 25,000 customers in more than 50 countries, including the world’s 50 largest
financial services companies.

about AMBIT

SunGard’s Ambit is a banking solution suite for retail, commercial and private banks. It provides
banking professionals with solutions that support front-, middle- and back-office operations, as
well as solutions for financial management, risk and compliance. Ambit helps banks improve
customer service management, streamline business processes, comply with regulations and cap-
ture growth opportunities. For more information, visit www.sungard.com/ambit.

www.sungard.com/ambit

For more information contact us at [email protected]

Americas Paris, France Hong Kong, China
Boston, MA Surrey, UK Kuala Lumpur, Malaysia
Calabasas, CA Winterthur, Switzerland Manila, Philippines
Livingston, NJ Zurich, Switzerland Seoul, South Korea
New York, NY Shanghai, China
Sao Paolo, Brazil Eastern Europe Shenzhen, China
Stamford, CT Bratislava, Slovakia Singapore
Taipei, Taiwan
Western Europe Middle East Tokyo, Japan
Antwerp, Belgium Dubai, United Arab Emirates Karachi, Pakistan
Frankfurt, Germany
Geneva, Switzerland Asia Australia / New Zealand
London, UK Bangkok, Thailand Melbourne, Australia
Luxembourg Beijing, China Perth, Australia
Mechelen, Belgium Hanoi, Vietnam Sydney, Australia
Milan, Italy Christchurch, New Zealand

SunGard’s solutions for banking are used by more than 800 banks in 70 countries including 41 of the world’s top 50
banks. SunGard provides a comprehensive core banking solution and best-of-breed point solutions for retail, commercial
and private banking, straight through enterprise processing, treasury management, finance, risk and compliance, including
Apsys, BancWare, STeP and System Access.
© 2008 SunGard
Trademark Information: SunGard, the SunGard logo and Ambit, Apsys, BancWare, STeP and System Access are trademarks or
registered trademarks of SunGard Data Systems Inc. or its subsidiaries in the U.S. and other countries. All other trade names are
trademarks or registered trademarks of their respective holders.