Search

19 August, 2024

ALM Process

 The scope of ALM function can be described as follows:

         Liquidity risk management

         Management of market risks

         Trading risk management


         Funding and capital planning

         Profit planning and growth projection

 

The mitigation of a broad range of risks is often involved in ALM frameworks, despite the fact that they vary considerably amongst businesses. Interest rate risk and liquidity risk are two of the most frequent hazards that ALM addresses.Risks connected to fluctuating interest rates and how they impact upcoming cash flows are referred to as interest rate risk. The assets and liabilities that financial institutions normally hold are impacted by shifting interest rates. Deposits (assets) and loans are two of the most typical instances (liabilities). Interest rates have an effect on both, therefore when rates are fluctuating there may be an imbalance between assets and obligations.

 

Risks relating to a financial institution's capacity to meet its current and future cash-flow obligations, commonly known as liquidity, are referred to as liquidity risk. The risk is that it will negatively impact the financial institution's position when it is unable to fulfill its obligations because of a lack of liquidity. Organizations  may  use  ALM  methods  to  boost  liquidity  in  order  to  meet  cash-flow  commitments resulting from their liabilities in order to reduce the risk of liquidity.

 

ALM also reduces risks of other kinds in addition to interest and liquidity hazards. One instance of a risk related  with  changes  in  exchange  rates  is  currency  risk.  A  mismatch  may  occur  when  assets  and obligations are kept in different currencies due to fluctuations in exchange rates.