ALM Model Metrics - Asset Liability Management & Risk Management Consultants

By: Alm Model Metrics  09-12-2011
Keywords: Risk Management

ALM Model Metrics has been providing advisory services to Canadian and US financial institutions since 2005. Since that time, we have been engaged to support a variety of initatives, in the following areas:  

  • Treasury Management
  • Interest Rate Risk: model validation, policy and strategy development
  • Liquidity Risk: measurement and policy development
  • Funds Transfer Pricing: development and implementation support
  • Capital Management: capital policy, economic capital, balance sheet management, ICAAP, risk appetite
  • Enterprise Risk Management and Risk-adjusted Performance Measurement

Notably, in 2009, we were engaged by a $30B Canadian financial institution as Acting Head of the firm’s Corporate Treasury Division. The priority was to drive significant enhancements to the interest rate risk process, and to set up an effective ALCO process. A key goal was to upgrade the knowledge of the Treasury team, and to educate the firm’s Executive around best-practice Treasury approaches.

The information in this article was current at 06 Dec 2011

Keywords: Risk Management