Financial Managers Society ALM Modeling Survey April, 2011

15 Pages·2011·0.14 MB·English

Financial Managers Society
ALM Modeling Survey
April, 2011

Tables

I. All Respondents
II. Type of Charter
III. Asset Size
IV. Commercial Banks by Asset Size
V. Savings and Loans by Asset Size
VI. Credit Unions by Asset Size
VII. Full Time Equivalents
FMS ALM Modeling Survey
April 2011
Table I - All Respondents
Total Respondants 243
1. What is your institution's charter?
Commerical Bank 60%
Savings and Loan 20%
Credit Union 20%
2. What is your institution's asset size?
< $100M 4%
$101 - 249M 24%
$250 - 499M 20%
$500 - 999M 21%
$1B - 3B 19%
> $3B 13%
3. How many FTEs do you have in your finance and/or accounting
departments?
<5 49%
6 - 10 25%
11 - 15 11%
16 - 20 5%
>20 10%
4. Does your institution run an ALM IRR model in-house?
Yes 57%
No 43%
5. Which ALM IRR model does your institution run in-house?
FiServ (Sendero, IPS Sendero, Vantage) 29%
Profitstar 26%
Farin 12%
Plansmith 9%
Bancware 9%
Others Each 2% or less

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6. If your ALM Modeling is done by an outside, third-party provider, who is it?
Darling 13%
First Tennessee 11%
FIMAC 8%
ALM First 6%
Vining Sparks / ICBA 5%
Plansmith 4%
Michael Higgins & Associates 3%
FinPro 3%
Each 2% or
Others less
7. Does your third party provider:
Provide a platform for calculations and reporting only? (All
assumptions and data are entered into the model by someone at
your institution) 10%
Provide a standard set of modeling assumptions (Assumptions
are provided by the vendor) 16%
Some combination of a and b 74%
8. Does your third party provider offer consulting services as a part of the
modeling contract that you have?
Yes 71%
No 29%
9. If yes, what level of consulting services does you third party provider
offer?
Full service consulting as a part of the modeling contract:
interpretation of the output results, personal ALCO or other
management presentations, suggestions for balance sheet and
risk management 57%
Consulting services only upon request, and not as a standard part
of the monthly/quarterly reporting 39%
Technical support services as part of the modeling package, but
no consulting services 4%

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FMS ALM Modeling Survey
April 2011
Table II - Respondents By Type of Charter
Savings
Commercial and Credit
Bank Loan Union

Total Respondents 145 48 47
1. What is the asset size of your institution?
Less than $100M 3% 8% 2%
$101M - $249M 27% 21% 17%
$250M - $499 M 21% 27% 6%
$500M - $999 M 19% 13% 38%
$1B - $3B 18% 13% 28%
Greater than $3B 12% 19% 9%
2. How many FTEs do you have in your finance and/or accounting departments?
<5 51% 53% 36%
6 - 10 25% 21% 30%
11 - 15 9% 4% 21%
16 - 20 4% 11% 4%
>20 10% 11% 9%
3. Does your institution run an ALM IRR model in-house?
Yes 56% 48% 66%
No 44% 52% 34%
4. Which ALM IRR model does your institution run in-house?
FiServ (Sendero, IPS Sendero, Vantage) 31% 31% 26%
Profitstar 25% 13% 35%
Farin 6% 22% 13%
Bankware 5% 9% 13%
Plansmith 13% 4% -
Sungard 1% 9% -
Baker Group 2% 4% -
FIMAC 1% 4% -
QRM - 4% -
ZM 1% - 3%
Brick & Associates - - 3%
Empyrean - - 3%

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5. If your ALM Modeling is done by an outside, third-party provider, who is it?
OTS - 58% -
ALM First - - 36%
First Tennessee 12% 11% 7%
Darling Consulting 18% 11% -
FIMAC 5% 5% 7%
FinPro 4% 5% 7%
C Myers - - 14%
Vining Sparks / ICBA 9% - -
Plansmith 7% - -
Balance Sheet Solutions - - 7%
Baker Group 2% 5% -
Objective Advisors - - 7%
SW Corporate - - 7%
Wescorp - - 7%
Velligan Blaxell - 5% -
Michael Higgins 5% - -
FiCast 3% - -
EPG 3% - -
6. Does your third party provider:
Provide a platform for calculations and reporting only?
(All assumptions and data are entered into the model by
someone at your institution) 7% 17% 13%
Provide a standard set of modeling assumptions
(Assumptions are provided by the vendor) 7% 44% 20%
Some combination of a and b 87% 39% 67%
7. Does your third party provider offer consulting services as a part of the modeling contract
that you have?
Yes 77% 38% 93%
No 23% 62% 7%
8. If yes, what level of consulting services does you third party provider offer?
Full service consulting as a part of the modeling contract:
interpretation of the output results, personal ALCO or other
management presentations, suggestions for balance sheet and
risk management 53% 50% 71%
Consulting services only upon request, and not as a standard
part of the monthly/quarterly reporting 40% 50% 29%
Technical support services as part of the modeling package,
but no consulting services 7% - -

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FMS ALM Modeling Survey
April 2011
Table III - Respondents By Asset Size
$101 $250 $500 $1B
< - - - - >
$100M 249M 499M 999M 3B $3B

Total Respondents 9 57 47 51 45 31
1. What is your institution's charter?
Commerical Bank 44% 68% 66% 53% 58% 58%
Savings and Loan 44% 18% 28% 12% 13% 29%
Credit Union 11% 14% 6% 35% 29% 13%
2. How many FTEs do you have in your finance and/or accounting departments?
<5 78% 84% 76% 43% 4% 7%
6 - 10 - 5% 18% 45% 49% 13%
11 - 15 - 4% - 4% 40% 17%
16 - 20 22% - - 4% 2% 20%
>20 - 7% 7% 4% 4% 43%
3. Does your institution run an ALM IRR model in-house?
Yes 33% 51% 61% 57% 69% 81%
No 67% 49% 39% 43% 31% 19%
4. Which ALM IRR model does your institution run in-house?
AL Manager - - - - 3% 4%
ALX - - - 3% - -
Baker Group - - 6% - 6% -
Bancware - - - 3% 17% 16%
BankersGPS - 4% - - - -
Basis - 4% - 3% 3% 4%
Brick & Associates - - - 3% - -
Empyrean - - - - - 4%
Farin - 7% 29% 13% 6% 4%
FIMAC Solutions - 4% - - 3% -
FinSer - 4% - - - -
FISERV (Sendero, IPS Sendero, Vantage) - 18% 12% 24% 43% 48%
FTI - - 6% - - -
Plansmith - 18% 18% 7% - -
ProfitStar 67% 36% 29% 43% 13% -
QRM - - - - - 4%
SS&C Palms - 4% - - - -
Sungard - - - - - 12%
ZM - - - - 3% 4%
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5. If your ALM Modeling is done by an outside, third-party provider, who is it?
ALX - 4% - - - 0%
ALM First - - - 11% 15% 17%
Asset Management Group, Inc. - - 4% - - -
Austin & Associates - - 4% - - -
Baker Group - 8% 4% - - -
Balance Sheet Solutions - 4% - - - -
Bank Reporting Sciences - - 4% - - -
C. Myers - 4% - 6% - -
Darling Consulting Group - 8% 8% 17% 15% 50%
EPG - - - 6% 8% -
FiCast - 4% 4% - - -
FIMAC - 4% 4% 6% 15% 17%
FIMAC and C. Myers - - - - 8% -
FinPro - - - 11% 8% -
First Tennessee - 12% 20% 11% - -
G&R Investments - 4% - - - -
Michael Higgins & Associates - - 4% 11% - -
Navaid Management Services, Inc. - 4% - - - -
Objective Advisers - - 4% - - -
Olson Research - 4% - - - -
OTS - 13% 16% 6% - -
Plansmith 75% 13% 4% - - -
Plonsker Financial Management - - - - 8% -
Profitstar - - - - 8% -
SW Corp CU 25% - - - 8% -
United Missouri Bank - - 4% 6% - -
Velligan Blaxall - 4% - 6% - -
Vining Sparks / ICBA - 4% 12% - - 17%
Wells Fargo - 4% - - - -
Wescorp - - 4% - - -
ZM - - - - 8% -
6. Does your third party provider:
Provide a platform for calculations and reporting only? (All assumptions
and data are entered into the model by someone at your institution) - 4% 8% 5% 29% 17%
Provide a standard set of modeling assumptions (Assumptions are
provided by the vendor) 100% 8% 23% 10% 14% 17%
Some combination of a and b - 88% 69% 86% 57% 67%

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7. Does your third party provider offer consulting services as a part of the modeling contract that you have?
Yes 25% 64% 69% 71% 86% 100%
No 75% 36% 31% 29% 14% -
8. If yes, what level of consulting services does you third party provider offer?
Full service consulting as a part of the modeling contract: interpretation of the
output results, personal ALCO or other management presentations,
suggestions for balance sheet and risk management 100% 63% 41% 67% 50% 67%
Consulting services only upon request, and not as a standard part of the
monthly/quarterly reporting - 31% 53% 27% 50% 33%
Technical support services as part of the modeling package, but no consulting
services - 6% 6% 7% - -

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ALM Survey
Table IV - Commercial Bank Respondents By Asset Size
April 2011
< $101 $250 $500
$100 - - - $1B - >
M 249M 499M 999M 3B $3B
Total Respondents 4 39 31 27 26 18

1. How many FTEs do you have in your finance and/or accounting departments?
<5 75% 85% 79% 44% 4% 6%
6 - 10 - 3% 10% 48% 58% 22%
11 - 15 - - - - 35% 22%
16 - 20 25% 3% - - 4% 17%
>20 - 10% 10% 7% - 33%
2. Does your institution run an ALM IRR model in-house?
Yes 75% 54% 39% 52% 65% 78%
No 25% 46% 61% 48% 35% 22%
3. Which ALM IRR model does your institution run in-house?
AL Manager - - - - 6% 7%
ALX - - - 7% - -
Baker Group - - 9% - 6% -
Bancware - - - 7% 6% 14%
BankersGPS - 5% - - - -
Basis - 5% - - 6% 7%
Farin - 10% 18% 7% - -
FIMAC Solutions - - - - 6% -
FinSer - 5% - - - -
FISERV (Sendero, IPS Sendero, Vantage) - - - 7% 31% 43%
FTI - - 9% - - -
Plansmith - 29% 27% 7% - -
ProfitStar 67% 29% 27% 47% 13% -
SS&C Palms - 5% - - - -
Sungard - - - - - 7%
ZM - - - - - 7%
4. If your ALM Modeling is done by an outside, third-party provider, who is it?
ALX - 6% - - - -
Asset Management Group, Inc. - - 7% - - -
Austin & Associates - - 7% - - -
Baker Group - 6% - - - -
Bank Reporting Sciences - - 7% - - -
Darling Consulting Group - 12% 7% 25% 22% 50%
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EPG - - - 8% 11% -
FiCast - 6% 7% - - -
FIMAC - - - 8% 22% 25%
FinPro - - - 17% - -
FinSer Corporation - - - - 11% -
First Tennessee - 18% 21% 8% - -
G&R Investments - 6% - - - -
Michael Higgins & Associates - - 7% 17% - -
Navaid Management Services, Inc. - 6% - - - -
Olson Research - 6% - - - -
Plansmith - 18% 7% - - -
Plonsker Financial Management - - - - 11% -
Profitstar - - - - 11% -
United Missouri Bank - - 7% 8% - -
VBC Consultants - 6% - - - -
Vining Sparks / ICBA - 6% 21% - - 25%
Wells Fargo - 6% - - - -
ZM - - - - 11% -
5. Does your third party provider:
Provide a platform for calculations and reporting only? (All assumptions
and data are entered into the model by someone at your institution) - 6% - - 33% -
Provide a standard set of modeling assumptions. (Assumptions are
provided by the vendor) 100% - 12% 8% - -
Some combination of a and b - 94% 88% 92% 67% 100%
6. Does your third party provider offer consulting services as a part of the modeling contract that you have?
Yes 100% 65% 81% 77% 78% 100%
No - 35% 19% 23% 22% -
7. If yes, what level of consulting services does you third party provider offer?
Full service consulting as a part of the modeling contract: interpretation
of the output results, personal ALCO or other management
presentations, suggestions for balance sheet and risk management 100% 73% 33% 60% 43% 50%
Consulting services only upon request, and not as a standard part of the
monthly/quarterly reporting - 18% 58% 30% 57% 50%
Technical support services as part of the modeling package, but no
consulting services - 9% 8% 10% - -

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