Subject:
Many banks see obstacles to options-based IRRBB hedging
RISK BENCHMARKING
Many banks see obstacles to options-based IRRBB hedging
Liquidity, accounting treatment and culture seen as impediments to wider use of swaptions, caps and floors
23 Jan 2026
|
Special
ALM
ALM has no formal role in capital planning at a third of banks
Risk Benchmarking study finds banks split three ways on policy mandates, with G-Sibs as likely as small regionals to assign ALM formal responsibility
22 Jan 2026
|
Special
ALM
Banks hold 73% of liquidity buffer in cash and Level 1 assets, on average
Largest lenders hold highest share of central bank reserves in buffer, latest analysis shows
16 Jan 2026
|
Special
ALM
EVE and NII dominate IRRBB limit-setting
ALM Benchmarking study finds majority of banks relying on hard risk limits, and a minority supplementing with early-warning indicators
14 Jan 2026
|
Special
ALM
Third of banks run ALM with five or fewer staff
Across 46 firms, asset-liability management is usually housed in treasury, but formal remits and staffing allocations differ sharply
12 Jan 2026
|
Special
ALM
One in five banks targets a 30-day liquidity survival horizon
ALM Benchmarking research finds wide divergence in liquidity risk appetites, even among large lenders
29 Dec 2025
|
Special
ALM
Bank ALM tech still dominated by manual workflows
Batch processing and Excel files still pervade, with only one in four lenders planning tech upgrades
24 Dec 2025
|
Special
ALM
Many banks ignore spectre of SVB in liquidity stress tests
In ALM Benchmarking exercise, majority of banks have no internal tests focusing on stress horizons of less than 30 days
23 Dec 2025
|
Special