Dynamic ALM and Balance Sheet Management system for banks

MORS Balance Sheet Manager enables treasurers and ALM managers to make optimal interest rate risk management decisions in all market conditions. The system provides both static and dynamic models for analysing of IRR and margins from the total Balance Sheet level to detailed cash-flow and transaction level with continuous oversight of profitability.


The impact of different assumptions related to Balance Sheet, Interest Rates and Margin changes can be monitored and stress-tested in the system, including Net Interest Income (NII), Net Interest Margin (NIM) and Interest Rate Risk in Banking Book (IRRBB).


The latest add-on functionality for MORS Balance Sheet Manager is the MORS Interest Rate Risk (IRR) Scenario Engine, which was launched in March 2017. IRR Scenario Engine enables dynamic simulation of customer behaviour and growth of the balance sheet items combined with the simulation of changes in interest rates.


Book IRRBB Web Demo


MORS Balance Sheet Manager is one of the intelligent functional modules of MORS Treasury, Liquidity Risk Management and ALM (Asset and Liability Management) solution for banks.



Read more about IRRBB.

Explore our Annual IRR Survey Reports.

Other MORS Liquidity solutions
MORS Liquidity Manager +
MORS Transfer Price Manager +

MORS Treasury and Trading solutions
MORS Treasury Front & Middle +
MORS Trading Book +

MORS Add-on solutions
MORS Multi Site Manager +
MORS Alerts & Warnings +