Asset Liability Management Nuts and Bolts

Asset Liability Management encompasses several key banking aspects. The term Asset Liability Management, or ALM, is generally used interchangeably with Interest Rate Risk, ALM adds strategic elements of profitability, capital allocation and liquidity. This program will discuss the framework for sound Asset Liability Management and examine interest rate risk metrics for use in the process of enhancing the performance of your financial institution.

Covered Topics:

  • Regulatory Expectations
  • ALM Components
  • Key Committee Members
  • Strategic Direction
  • Interest Rate Risk Measurement
  • Cumulative Maturity Gap Analysis
  • Rate Shocks
  • Market Value of Equity
  • Critical Assumption Models
  • ALM Validation