The Liquidity module of IRR-Solutions® II is designed to produce basic Liquidity and Dependecy ratios, based on data from the system.  It is customizable and allows the user to add additional data not found in the model, as needed.  The module also has the ability to produce projected Sources and Uses volumes for analysis.

Key Features

  • Customizable ratio calculations
  • Results based on details in model and calculated results from the Advanced Income Shock module
  • Significant time-savings for the user to produce the reports

The Economic Value of Equity (EVE) module available with IRR-Solutions® II calculates the current fair market value of the balance sheet, and allows you to analyze the net change in the market value in seven different rate shock scenarios. The accuracy of the valuation, and the resulting volatility of the capital (long-term balance sheet risk) at your institution, is based on the precision with the model's utilization of the host item detail.

Key Features

  • True present-value calculation using full cash flow detail for each application item
  • Setting assumptions at any level in your chart of accounts
  • Easily perform what-if analysis, with immediate results on screen
  • Automatic FAS107 reporting produced using the valuation results of the +/-0 rate environment
  • Integrated with FinSer's Investment Portfolio product for shock valuation of securities portfolio
  • Shared Index Rate and Prepayment assumptions with the Advance Income Shock module
  • Manual results may be entered or imported where outside sources provide the valuations for the account

Budgeting for the future is a key management function at your institution. With IRR-Solutions® II, budgeting is made easy and flexible. The module provides up to seven simultaneous budget simulations, which allow you to define unique rates in each projection period.

Simulations utilize the item detail from the host system to provide accurate runoff and calculate replacement volume for budget analysis. The model will calculate interest income and expense on details of existing items combined with your assumptions for pricing and prepayments for replacement volumes.

Simulation results can be saved to unique, static budget sets that can be used for variance analysis and comparison to current results throughout the budget year.

Key Features

  • Simulate projected index rates (for existing volumes) and reinvestment pricing (for new volumes) assumptions at various levels, including the ability to step rates over time.
  • Shared growth assumptions with the Advanced Income Shock module provide a consistent growth model of the institution and reduce data entry requirements.
  • Seven simulation models available for budget analysis.
  • Unlimited number of budget sets can be produced (both current and next year projections).

The Advanced Income Shock module of IRR-Solutions® II is designed to model earnings potential for the next twenty-four months given existing item runoff and your anticipated growth, pricing, and prepayment assumptions. By modeling for an immediate shock in rates in seven shock scenarios, the system will produce accurate and detailed results which allow you to analyze the effects of a given rate shock on your balance sheet and net income (your bottom line income risk).

Key Features

  • Adjust balance sheet volumes, along with non-interest income/expense accounts through time, using a variety of growth methods
  • Setting assumptions at any level in your chart of accounts
  • Annotate your assumptions with comments for audit purposes
  • Easily perform "what-if" analysis, with immediate results on screen
  • Modeling and reporting for both Average and Ending Balance Sheet volumes
  • Assumptions by type and by item for Re-Investment and Prepayments can be made
  • Icons to quickly indicate status of your assumptions and results
  • Shared Index Rate and Prepayment assumptions with Advanced EVE module

By utilizing the host system's item details, very accurate modeling of the existing items' reactions to changes in Fed Funds rate is produced; both on screen and in reports. Balancing the balance sheet in the future projection periods is accomplished using Fed Funds Sold/Fed Funds Purchased accounts.