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Asset Liability Management – The ALM training survival guide

The Asset Liability Management (ALM) Crash course starts off with a review of core concepts and quickly delves into core tools including Gaps, NII, 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. A detailed step by step case study on implementing ALM report formats in a banking context is also included

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

For a high level review of the concepts and basic calculation behind ALM before getting into the details of the numbers review the following:

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

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  3. Pingback: The Asset Liability and Liquidity Management Training Workshop, Subang Holiday Resort, Kula Lumpur, Malaysia, January 2011. | Treasury Risk
  4. Trackback: The Asset Liability and Liquidity Management Training Workshop, Subang Holiday Resort, Kula Lumpur, Malaysia, January 2011. | Treasury Risk
  5. Pingback: The Asset Liability and Liquidity Management Training Workshop, Subang Holiday Resort, Kula Lumpur, Malaysia, January 2011. - Treasury Risk
  6. Trackback: The Asset Liability and Liquidity Management Training Workshop, Subang Holiday Resort, Kula Lumpur, Malaysia, January 2011. - Treasury Risk
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