Duration Analysis


Custom Bid for credit union assets over $750M

ALM model assumptions are under intense scrutiny by regulators – proving and understanding those assumptions will determine the overall evaluation of your ALM program. An important component of ALM, NEV, is one of those calculations where assumptions play a critical role in the math which is used to derive that crucial number. Average duration of each non-term share account is one of the variables which regulators are honing in on, and since the OTC no longer exists, there are no national standards which can be utilized to back your assumptions up. That is where AuditLink Can help. AuditLink utilizes the flagship CU*BASE account retention dashboards to analyze and provide you with a solid average duration statistics which feed your ALM model. Best of all we use your data to prove the duration numbers.

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