ALM in 2026: the fast-track from compliance to competitive edge

Three years on from the collapse of Silicon Valley Bank and the regional banking turmoil that followed, asset-liability management (ALM) remains under intense scrutiny. But, for many institutions, ALM is no longer just about meeting regulatory expectations. It is becoming a strategic capability that helps banks navigate rate uncertainty, shifting funding dynamics and growing pressure on profitability.

In this paper, based on a Risk.net webinar, senior banking practitioners and industry experts examine how regional and mid-sized banks are rethinking ALM frameworks for 2026 and beyond. The discussion explores how firms are moving from reactive reporting cycles to more dynamic, forward-looking balance sheet management.

Download the paper to discover:

• ALM as a strategic discipline: How banks are using ALM outputs to inform funds transfer pricing, hedging decisions and funding strategy
• Regulatory expectations: Why Interest rate risk in the banking book and Credit spread risk in the banking book scrutiny is driving demand for more transparent and defensible risk narratives
• Operational modernisation: How banks are tackling fragmented data, manual processes and legacy systems
• Smarter modelling: Why simplicity, expert judgement and richer scenario analysis are becoming critical differentiators
• Artificial intelligence in ALM: Where AI is already delivering value – from anomaly detection to scenario-generation and optimisation

For ALM, treasury and balance sheet risk leaders, this report offers practical insights into building faster, smarter and more resilient ALM capabilities.

Download the report to learn how leading banks are turning ALM into a competitive edge.

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