The Handbook of ALM in Banking (2nd Edition)

Discipline:  Regulation

First published:

ISBN: 9781782723455

This new edition of The Handbook of ALM in Banking: Managing New Challenges for Interest Rates, Liquidity and the Balance Sheet provides a complete overview on good practices for asset and liability management in banking.

Since the previous edition, considerable changes have taken place in the regulatory ALM space. Both for liquidity risk as well as for interest rate risk in the banking book, regulatory demands have substantially increased concerning governance, stress testing, risk appetite framework, behavioural modelling, and organisational questions. At this point in time banks are working to implement these new regulations.

At the same time, stronger separation of retail banking activities from investment banking is being proposed. Consequently, there is greater focus on efficient allocation of financial resources and respective risk management. Asset and liability management and transfer pricing play a pivotal role in this context.

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