What is QALM?

QALM has been designed to be the quantitative core of an integral system for balance-sheet risk management.

Its efficient design and analytical capabilities allow QALM to deliver key information for interest rate risk, from both economic and earnings perspectives, liquidity risk and currency risk.

QALM can fulfill all the reporting needs for interest rate and liquidity risks, both regulatory (RI, LCR, NSFR, AMM, Stress Testing) and for management (ALCO reports, budget planning).

The application covers both static measurements, such as repricing gap, liquidity gap and duration, and dynamic measurements, where the evolution of the balance is considered. These consider prepayments, deposit decay and new business generation, among other effects.


  • Next-generation ALM web solution.
  • Wide range of reporting capabilities, either regulatory or for management.
  • Fully customizable: every customer can personalize QALM to fulfill any specific needs.
  • Extremely efficient algorithms with very short CPU times, allowing for real-time analysis.
  • Compliant with IRRBB standards.
  • Flexible, multi-scenario projections of the balance sheet, with versatile models for new business and behavioral assumptions.
  • Multi-entity design. User management and role configuration.