Bearning & QuantALM
ALM Consulting and Scenario Planning for Banks
Bearning & QuantALM
We solve ALM and ALCO challenges, with a planning engine that does the heavy lifting
Consulting from experienced ALM practitioners, backed by QuantPlan: one model of your whole balance sheet that runs many scenarios in a short time.
15+ years
of ALM software development, since 2009
In production
in a bank's regular ALM and planning process
Deal level
every loan, deposit and bond projected
30+ years
of Treasury, ALM and ALCO practice
Our cooperation
Two consulting partners, one team
Bearning and QuantALM both advise banks on ALM. Together we look at the whole problem, from data and models to the ALCO decision, and use QuantPlan where it makes the work faster and more reliable.
Bearning consulting
- ALM & ALCO advisory
- FTP, IRRBB and liquidity
- Scenario and stress design
- Training & certification
Together
For your bank
- Diagnose ALM and ALCO issues
- Structure data inputs
- Recommend balance sheet management
- Implement QuantPlan where it helps
QuantALM consulting
- Quantitative ALM modelling
- Behavioural & NMD models
- QuantPlan set-up and data
- Maintenance & development
Michal Lopušan
Developer of QuantPlan, former bank ALM analyst
Co-founder, QuantALM · hover for profile
Economist and financial mathematician, CFA charterholder. Former ALM analyst in an international banking group in Central Europe. Co-founded QuantALM in 2009 and developed QuantPlan.
Martin Macko
Former Treasury Director and Chairman of ALCO
Founder, Bearning · hover for profile
In banking since 1994, from MM&FX trader to Treasury Director and Chairman of ALCO. Founded Bearning in 2007. ACI Dipl., FMVA®, CBCA®, CMSA®.
Proven in practice: on Bearning's recommendation, a bank introduced QuantPlan. Today it runs in the bank's regular ALM and planning process.
QuantPlan
The right size of ALM solution for small and mid-sized banks
Large ALM suites are expensive and complex. Spreadsheets break when the questions get harder. QuantPlan sits in between: one integrated model that your ALM team can set up and run itself.
Sweet spot for small & mid-sized banks
Cost, implementation time & complexity
Analytical depth & scenarios
Spreadsheetscheap, but fragile
Large ALM suitespowerful, but costly
QuantPlandeep and efficient
Spreadsheets
cheap, but fragile when questions get harder
cheap, but fragile when questions get harder
QuantPlan
deep analysis at a cost that fits small and mid-sized banks
deep analysis at a cost that fits small and mid-sized banks
Large ALM suites
powerful, but costly and complex
powerful, but costly and complex
Illustrative positioning
⏱ Scenarios in minutes
not weeks of spreadsheet work
€ Lower cost
than large ALM platforms
⚙ Your own models
custom functions for client behaviour
▦ Ready for ALCO
base case and stress side by side
Application in bank ALM
What your ALM team can do
Hover over a topic for details.Tap a topic for details.
Budgeting & multi-year planning
Project the balance sheet, NII, write-offs and impairments over several years. Existing deals run off while new business follows your strategy.
Multi-factor stress testing
Combine shocks to rates, real estate prices, inflation, unemployment, GDP, funding spreads and FX, and see their joint effect on P&L and capital.
IRRBB: EVE and NII
Calculate the supervisory EVE and NII shock scenarios today and at future dates, and check them against outlier limits throughout the plan.
NMD & client behaviour
Model current account attrition, core/non-core balances, savings rates, prepayments and overdraft utilisation, including their reaction to macro factors.
FTP & margin contribution
Split NII into margin contribution by product and business line, and structural contribution from interest rate and liquidity, in every scenario.
Liquidity & management actions
Spot future funding gaps and test the answers before ALCO decides: repricing deposits, slowing loan growth or using central bank repo.
From our webinars
Results as ALCO sees them
Outputs from QuantPlan on a €19.3bn model bank with more than 100,000 deals.
How QuantPlan works
From data to an ALCO decision
1
Load the portfolio
deal-level data
2
Set models & strategy
behaviour, pricing, FTP
3
Run scenarios
market and macro shocks
4
Decide at ALCO
choose the action
Consulting & implementation
How we work with your bank
Hover over a step for details.Tap a step for details.
01
ALM health check
We review your models, reports, limits and ALCO process and agree what to improve first.
02
Methodology & data
FTP, NMD and behavioural models, scenario design, and a clear structure for the data inputs.
03
QuantPlan set-up
Where a tool helps, we connect your data and configure and test QuantPlan for your balance sheet.
04
Training
Hands-on workshops so your ALM, Finance and Risk teams can run scenarios on their own.
05
Ongoing support
New scenarios, model reviews and support with ALCO reporting whenever you need it.
Joint webinars
Watch QuantPlan in action
Bearning explains the ALM concept, QuantALM shows it live. Each live demo is free to watch. The full webinar is available as a recording.
Let's talk about your ALM challenge
Tell us what your ALCO needs to see. We will suggest how to get there, and show QuantPlan on a balance sheet like yours.
Book a consultation Request a QuantPlan demoALM consulting by Bearning and QuantALM · QuantPlan is developed by QuantALM