Our ALM services are meant for banks, NBFCs , public financial institutions and large corporates with active treasury.
Our services range from review of ALM systems to developing ALM policies and continuing risk analysis to feed Asset-Liability Management Committee (ALCO). Based on requirements of specific institutions, we may elaborate liquidity management, investment management and market risk management policies as part of ALM.
As an extension of ALM we also look in to credit risk management and risk integration.
- Delineation of ALM functions and limitations
- ALM data feed
- ALM risk analysis – liquidity and interest rate risks
- Benchmarking ALM performance – contribution from maturity and interest rate mismatches
- ALCO support group
- Segregation of ALM book, Merchant book and Treasury book for market risk management
- Macro and micro hedging with permitted tools
- SOP for inter-departmental coordination and implementation of ALM Policy
- Domain advice for selection of appropriate software for ALM