Treasury & ALM

Treasury & ALM is the SACCO's liquidity and asset-liability management cockpit, covering regulatory ratios (LCR and NSFR), repricing and maturity gap analysis, FX exposure, the investment and interbank book, stress scenarios and runs, cashflow forecasting and breach alarms. It helps the treasurer keep the institution within CBK and SASRA prudential thresholds while optimising the return on surplus funds.

This section covers:

• Dashboard — The Dashboard is the treasurer's at-a-glance view, consolidating the latest liquidity coverage and net stable funding ratios, the
• Liquidity — Liquidity brings together the metrics that measure the SACCO's ability to meet obligations: the Liquidity Coverage Ratio, the Net
• ALM — ALM holds the asset-liability management analytics: the position book of rate-sensitive assets and liabilities, the repricing and
• Investments — Investments houses the treasury portfolio: the investment book of placements and securities, and interbank dealings with counterpa
• Stress Testing — Stress Testing lets the treasurer define adverse scenarios and run them against the balance sheet to gauge resilience. It pairs re
• Configuration — Configuration sets the parameters the Treasury & ALM analytics depend on: the maturity buckets that frame gap and cashflow analysi