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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.


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...


2nd Quarter 2023: Featured Insights

Apr 14, 2023

In this environment where retail deposits are more valuable and more expensive, the competition for deposits continues to heat up. Banks with liquidity challenges turn to promotional pricing to raise rate-sensitive deposits – a race to the bottom of margins. As banks compete for rate-based deposits, they expose themselves to significant repricing risk.


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...


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.


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

May 16, 2023

FMost 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...