An advanced method for financial institutions to optimise Asset Liability Management for maximised return and minimised risk

Virtually all financial institutions rely on Asset Liability Management units to match term structures and cash flows of their asset liability portfolios. This has always been key to maximising returns while minimising risk.

However, the role of the ALM unit has evolved and expanded in recent years. Heavy regulation and increased competition have forced banks to constantly seek ways to improve their ALM operations. ALM units must now actively manage regulatory capital and monitor the banking book to ensure their institutions remain profitable and increasing competition for resources has forced Asset Liability Managers to extend beyond the risk management field.

These are new challenges. Luckily, there are practical ways to overcome them. Asset Liability Management Optimisation will teach you how to develop an ALM operation built to thrive in today's world. Author Beata Lubinska emphasises a quantifiable and holistic approach, in which interest rate risk and liquidity risk management are combined, helping ALM units precisely determine whether their efforts have yielded genuine improvements. This book is for any ALM professional or unit eager to adapt to new responsibilities and expectations.

ALM operations must evolve for financial institutions to succeed. This invaluable guide explains how they can.

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