Assessment of Asset Liability Management

Our ALM and liquidity risk management services can offer the following solution to our clients…

  • Development, implementation and review of ALM frameworks/systems
  • Assistance in integrating ALM data into unique platform where the input data is managed from risk areas
  • Establishing pricing mechanism to be adopted into suitable asset liability pools depending on cashflow and risk characteristics
  • Assistance in implementation of liquidity risk framework
  • Computation of Basel III liquidity matric like liquidity coverage ratio (LCR) and net stable funding ration (NSFR)
  • Performance in gap analysis of existing liquidity risk framework
  • Developing models (qualitative and quantitative) for liquidity risk and behaviour modelling.

Credentials

Team

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