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newsletter

1st Quarter 2024: Featured Insights

Jan 12, 2024

Ihe Bank of Canada left its key interest rate unchanged at 5% for the third consecutive time since July 2023 and as Canada’s inflation rate seems to have reached a plateau, economists consider that a lower rate cycle is about to begin...

newsletter

4th Quarter 2023: Featured Insights

Nov 21, 2023

Interest Rate Risk (IRR) analysis and measurements are commonly obtained from traditional in-house asset liability management (ALM) models, outsourced services or vended models. There are three general ALM model levels: entry, intermediate and advanced...

newsletter

3rd Quarter 2023: Featured Insights

July 18, 2023

As central banks continue to struggle with taming the stubborn inflation, there are two plausible near term scenarios for banks, credit unions and other institutions holding interest bearing assets and liabilities...

article

Part 1/5: Testing and Validating Asset Liability Management Model Beyond Checking the Compliance Box

Nov 20, 2023

Given risks in the current banking environment, regulators are more aggressively supervising the interest rate risk models. There are two approaches to ALM models validations...

article

Business Case for ALM Diagnostic

July 17, 2023

The uncertainty caused by global macroeconomic headwinds, combined with on-going pressure triggered by the failure of Silicon Valley Bank require lenders to be more cautious and strategic about how they safeguard and grow their balance sheets.

article

Exposing the severity of tenor mismatch: From repricing to basis risk

May 16, 2023

Most banks collect money in the short term and use the resulting funds to make loans in the long term. But managing the ‘tenor mismatch’ between these assets and liabilities can be a challenge for the treasury, especially in times of market volatility and fluctuating interest rates – threatening liquidity, solvency and revenue...