Hi,

Does anybody know a software for asset liability management that cost less than a few thousand to a maximum of 10 thousand?

I am looking for something simple, may be in spread sheet or even in visual basic or C++, that covers among others, but not limited to the following:

net interest income projection;
earning at risk;
liquidity gap;
duration gap;
repricing gap;

it should have the capability to accomodate transaction in different currencies and interest rate types, conversion of currencies and interest rate basis;etc.

By simple I mean no simulation based on interest rate tree generation is required.
The reason I need this is because we just lauch our new loan product that is LIBOR based with fixed spread, where, borrowers may choose the repayment terms, convert currency of denomination, fixed the rate, unfix and refix. We can still manage this using spreadsheet as we think the number of loans and their traches would be still manageable.

Any suggestion or idea regarding this? Is it useful to build in house?

Any suggestion would be highly appreciated.

Regards,

ganesha



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