ALM First is a leading, trusted strategic partner for financial advisory services. Since 1995, financial institutions have relied on our outstanding industry expertise to help them manage their balance sheets and optimize their investment portfolios. With approximately $15 billion under management and over 150 clients, ALM First acts as an unbiased third party, formulating strategies to manage risk and enhance return, uncovering opportunities for greater efficiencies, and helping credit unions and banks avoid non-compliance.

The ALMnetwork team works with bankers to provide innovative, yet practical, balance sheet management perspectives and solutions. Your industry peers, ranging from de novo banks to high-performing regional banks, are among our satisfied clients and references. Over the past dozen years, we have worked with over two hundred banks on a variety of market, liquidity, capital, and credit risk engagements, including ALM model validation.

The ALMnetwork is privileged to be the first independent ALM consultant to offer an outsourced, interactive, web-based ALM solution featuring advanced analytics with real-time "what if" income simulation, FAS 157/9 compliant forward valuations, and the capability to review data and assumptions. Our web-based ALM solution, www.onlineALMnetwork.com, is powered by ZMFS.

MPS is a consulting firm that provides innovative technical solutions for financial institution balance sheet management. MPS contributes to success through its provision of industry-leading statistical analyses of deposit and loan flow of funds, pricing and cash flow behaviors, advanced financial model verification and validation reports, and other creative asset-liability management (ALM) solutions.

MPS provides a broad set of services targeted to meet specific management and regulatory needs. These include ALM model verifications, statistical analyses of deposit supply, pricing, term behavior and value plus associated funds transfer pricing crediting rate inputs, statistical analyses of loan prepayments and pay downs, estimates of FAS 141 core deposit intangible values, specialized rate ramp projections, and index-type core deposit premium values.

Stern Consulting Associates is a consulting firm led by a PhD Financial Economist with over 25 years experience in the banking and finance industries. Services include prepayment/credit modeling, model validations, risk management and research in the areas of fixed income, credit, MBS and ABS. Dr. Stern is an innovative thinker and manager responsible for the development of complete suites of prepayment and default models, quantitative analytics, risk management tools, systems and products.

He can work with you to understand and manage your institution’s financial risks across all domains.

Our initial emphasis is to aid institutions by helping them comply with regulatory requirements. Then the focus turns towards maximizing profits through analyzing balance sheet structure, identifying risks and fostering growth through expert analytics and the provision of strategic alternatives. Our services include outsourced Asset/Liability management and reporting, model review, validation and back testing, capital adequacy and liquidity risk management and strategic planning. We aim to be a partner in your institution’s success.

As seasoned financial consultants we are experienced with finance, accounting and information technology tools. Our client base includes banks, credit unions and other similar financial institutions with asset sizes ranging from start-ups to multi-billion dollar institutions.

Interest rate risk management services provided by a professional with over 30 years of experience in measuring and managing financial risk. Services include measuring and managing the risk of the entire balance sheet of a financial institution and / or mortgage servicing rights (MSR). Income is improved through better modeling and management to a safer risk level. A variety of risks are managed including: convexity risk, basis risk, exposure to yield curve twists, volatility, etc. Policies and procedures for qualifying derivatives for hedge accounting can be provided as needed.