Asset Liability Management – The ALM training survival guide

The Asset Liability Management (ALM) Crash course starts off with basic and core concepts and quickly delves into core tools including Gaps, Earnings at Risk and Cost to close reports. In addition to the traditional mismatch focus, the course also includes a short section on Liquidity Management as well as a related concepts section with relevant equations and ALM formulae.

Asset Liability Management (ALM) & Bank Capital

   Asset Liability Management – Introduction

Three new additions to this section include the ALM tweaks and hacks post, the kill a bank in one day simulation and trade weighted liquidity stress testing. All three post provide a link to ALM practice in the banking industry.

   Asset Liability Management – Core Concepts

A short guide to Asset Liability Management reporting templates, assumptions and conventions including a review of building Maturity and Liquidity gaps.

   Liquidity Management and ALM

   Asset Liability Management – Related Case Studies & Guides