Asset Liability Management (ALM)

Asset Liability Management (ALM)

• Attainment Descriptors
  • Summarize the approach to ALM and its framework
  • Recognize the functions of an Asset Liability Committee (ALCO)
  • Measure value creation, Risk-adjusted Return on Capital (RAROC), Capital Allocation and Asset Liability GAP
  • Measure and manage all key risks faced in ALM