Liquidity risk and ALM


Recent financial crises have given additional momentum to the process of change in the banking world. All banks have to adapt to these changes. There have also been many important developments in regulation e.g. amendments to MaRisk (German minimum requirements on risk management) and Basel III. Our experts keep abreast of all the latest developments. We have helped many of our customers adapt to the new rules and in doing so have acquired considerable experience.  

We are always delighted to pass on that experience to our customers by organising training courses. We hold workshops on current issues, with a particular focus on the latest developments in the field of liquidity risk and ALM. Precise course details can be agreed in consultation with our customers.

Liquidity risk

Many of the latest developments concern liquidity risk management. We have already discussed a large number of these issues with our customers during training courses:

  • New regulatory requirements (especially Basel III)
  • Producing a framework to measure and manage liquidity risks
  • LCR / NSFR / FSA reporting
  • Liquidity costs



In the wake of the recent financial crisis, banks are now giving more attention to their core business. As a result, we are seeing a greater focus on many traditional areas of ALM:

  • Interest rate risk and interest income management
  • Credit pricing under new market conditions
  • Funds transfer pricing
  • Forecasting and income estimates in stress scenarios

We would be delighted to provide any further information on our methods together with details of our references.