Best Practices in ALM
Inspired by client questions, we offered ALM Strategies as part of the 2016 Wilary Winn University.
The content includes using iterative ALM analysis to improve risk-based pricing by explicitly quantifying credit losses, and how product mix changes in loan and investment portfolios can affect balance sheet risks and return measured on an integrated basis.
This presentation highlights:
- Identifying risks inherent in a balance sheet – interest rate, liquidity and credit
- Evaluating business strategies for the optimization of risk and return
- Analyzing business strategies under various interest rate scenarios and under adverse economic scenarios