Asset Liability Management (ALM) which is a critical function that is responsible for management of bank-wide Liquidity Risk and Interest Rate Risk in multiple currencies. These risks arise either due to market factors or bank specific positions and mismatches carried. Liquidity Risk, which has most recently been identified as the most significant risk, is impacted by other risks viz. credit or market risk. Change in customer preferences, competitive conditions and business strategy of banks impact exposure and sensitivity to Interest Rate & Liquidity Risks.
AstraGinger’s engagement focuses in delivering for Banks
1. Diagnostic Gap Analysis for Market & ALM Risk Management Framework
2. Liquidity Risk Management
- Liquidity gap analysis
- Structural ratios
3. Interest Rate Risk
4. Reporting and Senior Management Dashboards