Bank ALM and Balance Sheet Management

  • ALCO & ALM policies & procedures design and documentation;
  • Market risk banking book – including IRRBB, FX, and liquidity risk exposure measurement and management;
  • Funds transfer pricing (FTP) and liquidity transfer pricing design and implementation;
  • Performance measurement and management processes and methods (including RAROC and Economic Capital);
  • Basel 3-based balance sheet management and optimization.