The focus on ALM by regulators has expanded from Interest Rate Risk to a more holistic view of all balance sheet risks. These risks can no longer be analyzed in isolation from liquidity and credit risks, funds transfer pricing or capital management. Developing a modern ALM system is critical to address these new challenges.
This Checklist aims at helping you analyze your current ALM systems and processes in order to take a pro-active approach that will improve your risk management strategy.
