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 management. Modern ALM solutions not only provide the comprehensive set of analytical tools required but do so in an integrated and flexible fashion that allows users to easily configure both calculations and reports and access the insights they need to interpret the results.

This checklist aims at helping you analyze your current ALM systems and processes and take a pro-active approach that will improve your risk management strategy.