Asset Liability Management
63 white papers and resources
Risk Library provides a wide range of Asset Liability Management white papers and analyst reports by leading experts. Asset liability management is a method by which banks, other financial services companies and corporations will co-ordinate the management of assets and liabilities to mitigate the risk of mismatches.
The end of the batch process - how streaming technology will change the world of risk
In risk management, the need for speed has never been more pressing than during the current crisis. Batch processing has been deeply embedded in the banking industry for decades now. From processing end of day batch processes in core systems (e.g. calculating interest) to sending data downstream…
Real Estate Business Plan Modelling via Monte Carlo Simulation
This whitepaper provides an overview of the real estate sector before looking at a fully integrated and macro-based stochastic simulation tool for the evaluation of a real estate investment via Project Financing.
Credit Risk Management Under Basel IV and Beyond
Basel IV has changed the way banks need to deal with the impact of credit risk on their finance, risk and regulatory compliance functions. It is no longer enough to address credit risk in isolation, as was the case under the Basel I and II guidelines.
What coronavirus and low rates mean for your ALM strategy
Only a couple of months into the year, we have been surprised by the coronavirus. How will the recent monetary policy actions and market reaction affect your FY2020 plan and beyond? In this report, MORS Software have called for an extraordinary meeting of their demo bank "IBSM-Bank's” ALCO to…
A guide to selecting a Treasury ALM system
MORS Software has developed this guide for banks, when selecting a new Treasury Management System (TMS) or Asset Liability Management (ALM) system (or both). The paper also outlines MORS Software’s approach to delivering and implementing Treasury ALM systems.
Interest Rate Risk In The Banking Book (IRRBB): How BCBS 368 Will Affect ALM
This white paper examines the key elements of Basil’s updated rules for IRRBB and the effect they will have on a banks’ ALM strategy. It further explores how a well-thought-out tenor mismatch strategy can initially boost net interest income.
2018 China Market Outlook
This white paper examines the drivers of Chinese market performance (2017), as well as the upcoming opportunities and challenges of 2018. It goes on to further explore the risks to be mindful of, as well as the current trends and their effect on the wider marketplace.
Bracing for impact - Facing the challenges posed by IRRBB
This white paper explores the IRRBB compliance challenge. It further discusses how IBM can leverage its insight into these challenges by offering a technology-based solution addressing the diverse conditions in which financial institutions operate.
Empowering your risk management strategy
This eBook explores five key areas of risk management that can help transform the way in which organisations understand and manage risk. It further provides real-world examples to show how IBM solutions can help you deliver demonstrable business value and achieve your full potential.
The game changer for collateral management
This white paper outlines the basic building blocks for good collateral management and addresses the impact of new regulation on collateral management. The paper further provides a solution to help organisations adapt to the new regulatory reality.