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Building Maturity & Liquidity Profiles for Deposits and Advances

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Product Details
Course Type: PDF download
Files Included: 1 PDF
No. of pages: 48

About the Course

ALM reports profile cash flows by maturity or reset buckets. This course demonstrates a methodology for building liquidity and maturity profiles for the deposits and advances portfolio of a bank using the PivotTable and PivotChart functionality in EXCEL.

It begins by listing the core elements of what a typical ALCO committee meeting focuses on. The analysis around which these meetings revolve are based on the detailed maturity and liquidity profiles of assets and liabilities. This course walk walks through the process of:

  • Preparing the bank data set for deposits and advances including adding intelligence to the data (e.g. bucketing) to facilitate the use of the PIVOT functionality
  • Completing the analysis required to prepare the liquidity and maturity profiles of both advances and deposits of the bank
  • Reviewing the five dimensions of analysis for the assets and Liabilities including size, cost, concentration by number, concentration by amount and maturity
  • Laying the foundation for linking this work with the ALM models and tools discussed separately in our ALM crash course

Learning Objectives

After taking this course you will be able to:

  • List the core elements of a typical ALCO meeting
  • Discern what data to extract from the core banking system
  • Pre-process and add intelligence to the data to enable use with Pivot functionality
  • Create PIVOT table and PIVOT charts
  • Understand the PIVOT outputs
  • Generate a variety of graphs and tables for different data dimensions
  • Understand how this output links to ALM models and reports


Familiarity with basic mathematics, statistics and EXCEL and some knowledge of Asset Liability Management (ALM).

Target Audience

The course is aimed primarily at banking professionals and individuals responsible for asset liability management and risk management within banks, insurance companies and mutual funds in particular those working with the ALCO committee in preparing reports and slide decks for ALCO & Board of Directors meetings.

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