Asset Liability Management Case Study

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INTRODUCTION
Asset liability management is defined as “the process of decision making to control risks of existence, stability and growth of a system through the dynamic balances of its assets and liabilities”. ALM (asset liability management) is the process in which the asset and liabilities by matched by managing the maturities and the interest rate sensitivity in the process of the organization to minimize the IRR (interest rate risk) and liquidity risk. ALM (asset liability management) can be seen as a tool of risk management which is designed to earn an acceptable return whilst maintaining a surplus of assets which are comfortably more than the liabilities. ALM (asset liability management) is an integral part of any financial institution. In a banking system various risks are involved such as risks associated with interest rate on lending and short-term and long-term borrowing, exchange rate risks and finally the liquidity position of the bank, these risks are the most important part of ALM (asset liability management) but credit risk and contingency risk also part of ALM (asset liability management). The asset liability matching by banks is done by grouping various assets and liabilities by their maturity period …show more content…

The deployment of MIS (management information system) in India was spearheaded by the banks as they felt the most need and drive to implement a MIS (management information system) to better the risk involved in their day-to-day business.

Information availability, accuracy, adequacy and expediency: Availability of the right information at the right time is the key to any successful risk management which is heavily driven by the data available, so it does not come as a surprise that accuracy and availability of the data is one of the most important parameter in ALM (asset liability management).

MEASURING

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