Treasury/ALM Services

Treasury and Asset-Liability Management Services

At ALM@Risk, we offer comprehensive solutions for Treasury and Asset-Liability Management:

  • Interest and FX Risk Management: Designing methods to measure and manage interest and foreign exchange risks.
  • Interest Rate Risk in the Banking Book (IRRBB): Implementing strategies for present value and earnings perspective management.
  • Internal Funds Transfer Pricing (FTP): Developing internal FTP models for proper allocation of interest and liquidity costs.
  • Regulatory Compliance: Ensuring adherence to LCR, NSFR, ALMM, and IRRBB requirements.
  • System Integration: Helping integrate ALM/Treasury systems like FIS Balance Sheet Manager and Calypso for optimal performance.

Contact us to learn how we can assist your institution in achieving a robust and efficient Treasury/ALM strategy.