Thomas Ho Company...
Financial institutions under increasing competitive pressure to deliver specialized and diverse financial services require customized solutions. THC provides customized solutions with the state-of-the-art financial and system technologies to financial institutions by integrating research, consulting, analytics, system development, and implementation capabilities. THC clients can benefit from solutions for trading, portfolio management and balance sheet management.
THC seamless integration of ALM with Transactions
THC is the first to provide expertise and an asset-liability management (ALM) platform that combines peer-to-peer loan sales and acquisitions with funding capabilities. We enable bank executives to perform strategy simulations with active market participants. The execution is enhanced with the comprehensive ALM analytics of THC Risk Officer (TRO)™. TRO strategy simulations can be thoughtfully implemented through the THC Financial Officer (TFO) ™ platform while taking regulatory guidelines into consideration.
THC has unique and outstanding capabilities to provide this valuable integrated solution:
- Ho-Lee Model- Co-Creator of the first arbitrage-free stochastic interest rate model, widely used in capital markets and asset/liability management used by all financial institutions. The Ho-Lee model is referred by regulators as stochastic interest rate model.
- Key Rate Durations-Creator of the widely used interest rate risk measure used for managing over $12 trillion AUM.
- Dunsky and Ho (2007)- Co-Developer Default-Prepayment model described in FHFA Mortgage Analytics Platform.
- Awarded a 10 year contract to develop the interest rate risk reports for OTS and its regulated banks (2006) , including the computational infrastructure to support 800 banks.
- Named one of the two ALM vendors of the 21st century Bank Asset/Liability Management A.S. Pratt, April 2014
THC Solution Value Propositions:
- Streamline ALCO process. Minimize your regulatory burden and operational tasks
- Evaluate Transactional Ideas from THC Initiate and control the transaction with the broker/advisor in a supporting role, instead of having the broker propose a transaction that may be better for him than for you
- Gain and retain trusted relationship Preserve your anonymity until the transaction is completed by working through our broker/advisors, who will facilitate the transaction with the best outcome for your bank, complementing your current broker relationships.
- Access Opportunities: Gain market transparency through broad exposure to the offerings available in our peer-to-peer network, as well as proprietary analysis of trends in your peer group.