services > Liquidity > management enhancements > risk measurement > reporting template > stress testing review

 

Liquidity Management consulting services

independent review is required by “Interagency Policy Statement on Funding and Liquidity Risk Management”

 

policy review

process review

assist with the implementation of reporting and policy language changes

 

develop a Liquidity & Liquidity Risk management and stress-testing template

recommend changes in the bank’s liquidity risk management tactics and/or strategies

 

Enhancements >

real world solutions >

 

 

real time ALCO reporting? Over the past few years, there have been days with historically high interest rate volatility. After several such days, the management of Sample Bank believed their annual budget was no longer accurate.

 

Working with Bank Risk Advisors, Sample Bank produced forecasts based on rates “as of” the prior days’ close. While not exactly “real-time” reporting, next day reporting was useful to the management of Sample Bank in comprehending their new earnings position, formulating new tactics and strategies, and fine-tuning their pricing.

The ALM Network Ltd | +1.386.957.4820 | info@BankRiskAdvisors.com