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Valuant is now Abrigo, giving you a single source to Manage Risk and Drive Growth

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DiCOM Software is now part of Abrigo, giving you a single source to Manage Risk and Drive Growth. Make yourself at home – we hope you enjoy your new web experience.

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Diversify your portfolio and earn additional interest income. End-to-end lease origination and administration automation make it possible.

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TPG Software is now part of Abrigo. You can continue to count on the world-class Investment Accounting software and services you’ve come to expect, plus all that Abrigo has to offer.

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Asset/Liability Portfolio Risk & CECL

From rates to results: Behavioral sensitivity, assumption risk, and strategic balance sheet governance

The interest rate environment has fundamentally shifted, and with it, the way financial institutions must evaluate risk and performance. What was once a largely rate-driven exercise has become increasingly influenced by customer behavior, balance sheet dynamics, and evolving market expectations. This resource explores how behavioral sensitivity, not just rate movement, now drives real exposure and strategic outcomes.

As institutions navigate deposit migration, nonlinear risk, and assumption uncertainty, traditional models may no longer tell the full story. Understanding how these factors interact is essential for stronger ALM governance and more confident, forward-looking decision-making.

You will learn:

  • How behavioral changes like deposit migration and repricing lag impact earnings and risk exposure
  • Why traditional beta assumptions can mask true balance sheet sensitivity
  • The role of nonlinear rate shocks in revealing hidden risk
  • How demographic concentration affects funding stability and long-term planning
  • Practical approaches to stress testing assumptions for stronger ALCO governance