Auditing and validating asset liability management models

This product is designed for banking professionals, consultants, implementation teams and model auditors responsible for asset liability management and risk management model testing, validation and audits within banking and other deposit taking institutions.

The revised and upgraded edition of the ILAAP, ALM, LCR report template editor goes on sale on Tuesday 26th April 2016 for two weeks.Asset/Liability Management is again in the forefront of concern for prudent bankers and regulators alike.The need for a comprehensive asset/liability and interest rate risk management program is critical as it is a key piece of a bank-wide risk management program.Certain drop downs like Title, asset/ liability Type are user definable (in the Titles Definitions & Drop downs tab) while others like Payment Frequency, Claim Type, Claim Security, Re pricing Frequency, Accounting class, Asset class, Include in OE, Amortizing method should not be changed.The above figure shows the area in the Titles Definition & Drop downs tab where existing transaction titles have been defined.

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