Your CECL cash flows become your ALM model. ARC-ALM starts from the same reconciled loans as ARC-CECL, so your rate risk begins with your own borrowers’ behavior. Your deposits and investments come in too, so credit risk and rate risk tell one story across the full balance sheet.
Built on the same reconciled loan record as the rest of ARCSys.
Your ALM assumes your borrowers prepay like everyone else’s. Do they?
Connected decisions deserve a connected information foundation. ARC-ALM is designed to use the same underlying data and assumptions as ARC-CECL, which helps institutions avoid departmental models that disagree.
Your CECL cash flows become your ALM model. Nothing is re-keyed, and assumptions stay consistent and documented.
Prepayment speeds come from your own loans, by pool and by loan type, over time, and respond to each rate scenario.
Deposit behavior and your investment portfolio modeled alongside your loans, with assumptions documented and reviewed with you.
Measure earnings and economic value across parallel and non-parallel rate shocks.
See sources and uses across time horizons and stress assumptions before a gap opens.
Model growth, mix, and funding strategies side by side with the rate environment.
Leadership-ready output that explains the risk position, generated for every meeting.
The model is built on your own data with ARCSys beside you, then refreshed on a cadence that keeps pace with the rate environment.
Loan, deposit, and borrowing detail loads from your core alongside the history already used for ARC-CECL.
Prepayment speeds are measured from your own loans; deposit assumptions are documented and reviewed with you.
Rate paths, liquidity stresses, and business scenarios are configured to match policy limits.
Results are reconciled, the methodology is written down, and the model is ready for ALCO.
The period's balance sheet loads and ties out to the GL.
Rate shocks, liquidity stresses, and business scenarios run side by side.
Changes in earnings and value at risk are traced to the positions and assumptions behind them.
The packet is assembled against policy limits with the explanation attached.
When CECL and ALM tell different stories, which picture of risk is the institution managing? ARC-ALM reads the same loans as ARC-CECL, so when the CFO asks how rates affect credit losses and capital, the answer comes from one conversation, not two teams and a reconciliation meeting.
▸ See it on your loansReduce the burden of reconciling disconnected risk views and work from a more usable foundation for finance, treasury, and risk discussion.
Credit, capital, balance-sheet, liquidity, and interest-rate considerations discussed from one consistent information base.
Departments stop presenting different pictures of risk, and the committee can act on the one in front of it.
Bring your last ALCO packet and the scenario you wish it covered.
