Product
Everything you need to measure, explain and plan for interest rate risk.
VantageFi models your balance sheet over a 360-month horizon, across every scenario, and turns the results into reports your board, ALCO and examiner can read.
Supervisory measurement
The NEV Supervisory Test, done the way NCUA defines it.
An instantaneous, parallel, sustained +300 bp shock. NEV ratio measured against the base economic value of assets, sensitivity measured in dollars, and classification as the worse of the two bands, using the thresholds currently in force.
- Standardized non-maturity share premiums for the supervisory run
- Low / Moderate / High classification per SL 22-01
- Thresholds recorded against the letter and effective date they came from
Data
Start from your 5300. Stay in control.
Search for your credit union, import its Call Report and get a complete first model in minutes. Every 5300 account code maps to a model account family and maturity bucket, and every assumption remains yours to change.
- Loans, investments, borrowings and term deposits modelled as maturing instruments
- Checking, savings and money market modelled as non-maturity deposits with rate-sensitive behaviour
- Repricing, prepayment, new volume and repricing lags as first-class assumptions
Scenarios
Built for “what might happen.”
Run the standard ±100 / 200 / 300 bp ladder in one click, then go further: twist the curve, shape your own rate paths, or derive rates from Treasury terms with lags and spreads.
- Treasury base curve with derived and user-defined rates
- Custom and non-standard scenarios (Advanced)
- Snapshots to save, restore and compare positions over time
Explainability
Numbers that explain themselves.
Inline help sits beside the metrics, limits and assumptions you work with. It explains the concept in plain language, cites the governing rule and links to the original NCUA source, so your board packet and your examiner conversation start from the same page.
- Plain-language definitions alongside regulatory citations
- Supervisory bands labelled with the letter that sets them
- Written for CFOs and ALCO members, not only analysts
Reports
Report library
NEV / EVE
Economic value of equity in base and shocked scenarios, with supervisory classification.
NII sensitivity
Net interest income over 12 to 36 months under each rate path.
Balance sheet
Projected balances by account, monthly, quarterly or annually, with subtotals.
Income statement
Projected interest income and expense across scenarios.
Market value analysis
Present value, duration and convexity by account.
Scenario comparison
Variance between any two scenarios or saved snapshots.
Run your first IRR analysis today
Start from your own 5300 data. 14-day free trial, no card required.