Video: How Numerix Transformed a Client’s ALM and Risk Strategy

As balance sheets become increasingly complex, traditional risk frameworks may fall short, particularly when portfolios include whole loans, mortgage servicing rights (MSRs), and non-maturity deposits. For institutions evolving from operational risk to advanced ALM and structured finance, the need for flexible, high-speed analytics is urgent.

That’s where one Numerix PolyPaths client found its edge. With a portfolio spanning mortgages, consumer loans, and volatile deposits, they needed to independently value positions quickly, educate stakeholders across the firm, and respond to market swings in real-time, all while working with a lean team and limited budget.

In this interview, Aryeh Liwschitz of Numerix sits down with a risk executive who helped transform their function into a strategic powerhouse using Numerix PolyPaths. From setup to enterprise deployment in record time, they share how risk precision, transparency, and speed became a competitive advantage.

• The transition from simple balance sheets to complex mortgage portfolios
• Key challenges in modeling structured products and non-maturity deposits
• How to build ALM and market risk functions with limited resources
• Custom modeling and advanced analytics for hedging and decision-making
• Why PolyPaths’ processing speed and support structure are unmatched
• A roadmap for scaling from desktop tools to enterprise ALM

Whether you’re scaling risk infrastructure or seeking faster, smarter analytics, this conversation offers an inside look at how modern risk teams are doing more with less.