Asset Liability Management
117 white papers and resources
Risk Library provides a wide range of Asset Liability Management white papers and analyst reports by leading experts. Asset liability management is a method by which banks, other financial services companies and corporations will co-ordinate the management of assets and liabilities to mitigate the risk of mismatches.
What drives the convertible bond market?
This whitepaper looks at the key drivers that influence the convertible bond market and how it provides unique opportunities for both investors and issuers. The underlying characteristics of this security make for interesting and complex pricing and valuation dynamic. To make informed decisions and…
Take advantage of relative value credit opportunities with advanced bond analytics
This whitepaper explores the challenges of bond analytics and how access to the right analytics can provide opportunities for more comprehensive trading strategies.
Mifid II transaction reporting and risk management – The quest for quality
This report is based on a Risk.net survey commissioned by London Stock Exchange Group, which was completed in August 2021. The survey sought the views of firms that have a transaction reporting obligation under the Markets in Financial Instruments Regulation (Mifir)
Archegos collapse raises red flags about risk management systems - and underscores need for investment in technology
This article reveals how the Archegos debacle exposed cracks in banks’ risk systems. Explore key insights including: How bank losses were, overall, the result of a failure to invest in risk technology, the fact that XVA capabilities were not appropriately engaged to assess and remediate the risks…
Leveraging data in e-FX trading
In a world where electronic trading has infiltrated virtually every aspect of today’s FX market, having access to data and the means to interpret it are fundamental components of a successful e-FX strategy, writes Daniel Chambers, head of Data & Analytics at BidFX.
Checklist for ALM (Asset Liability Management)
The focus of Asset Liability Management has expanded from Interest Rate Risk to a more holistic view of all balance sheet risks. Interest rate risk, both in the banking and the trading book, can no longer be analyzed in isolation from liquidity and credit risks, funds transfer pricing or capital…
Prometeia Service on FTP methodological review
Prometeia, as a leading provider in Risk Management technology, provides solutions for the methodological review of Funds Transfer Pricing framework within the Banks. Prometeia conducts a comprehensive analysis of all financial products offered by Banks to their clients, enabling a more effective…
The changing shape of buy-side derivatives strategy
This survey report explores the changing needs and priorities, and the evolving strategies of buy-side firms in managing derivatives portfolios, liquidity and collateral.
The role of markets in the Energy Transition
Harnessing the “power of markets” is critical to meeting growing energy demand, while reducing pollution in the most efficient manner possible. Gordon Bennett, Managing Director of Utility Markets at ICE examines the impact of the energy transition on various energy uses, and the role of markets to…
Global Crude Benchmarks: Brent Sets the Standard - Part 3
The purpose of this report from ICE and Energy Intelligence is to provide a deep dive into the role of the Brent and West Texas Intermediate (WTI) crude oil benchmarks, their mutual relationship, and their interaction with the global oil market.