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ALM & treasury

ALM – long tradition, still crucial

ALM (asset liability management) comprehends all core functionality of a treasury: interest rate risk management, interest income controlling, liquidity risk management and funds transfer pricing. An adequate asset liability management thus always needs an overall view. Besides the analysis of all balance sheet positions also the consideration of off-balance items is of immanent importance.

A special challenge in ALM is the mapping and collection of all deals of a bank in a consistent architecture – as well from a methodological as from an IT viewpoint. Insofar a thoroughly built asset liability management is the main prerequisite of every comprehensive treasury.

 

Does your institution have an integrated ALM data warehouse? How does your treasury combine interest rate risk measurement and interest income management? Are liquidity costs contained in FTP? Discuss these and other questions with our ALM specialists!

ALM – current developments

Currently due to Basel III the special concern of the regulators lies on credit and liquidity risk. Nevertheless all regulators, e.g. also the German MaRisk, increasingly demand an overall view on risk assessment, mainly overall stress testing and scenario analyses for treasury. Often the data ware houses of ALM systems are the starting point for these analyses as a large part of the necessary data is already available – in contrast to e.g. credit risk which mainly concentrates on the asset side or to the trading book focused market risk.

 

How to define overall stress scenarios? What is a sensible approach to inverse stress testing? How to implement the necessary data warehouse? Talk about these topics with our experts – just give us a call.

Support from specification to implementation 

We believe in a comprehensive consulting approach – we support you from the first quick check of your ALM methodology to the specification on to the system implementation. We offer long-standing experience in numerous ALM systems; we also implement in-house developed solutions so that your ALM system exactly fits your needs. Of course we also support you with test management as well as the overall project lead.

 

Benefit from our long-standing and wide experience in ALM and treasury!

 

For further detailed information concerning our approach and our references please contact us.