Strategic insights for financial institutions navigating credit complexity and funding risk
Explore the insights in our Asset Liability Management (ALM) point of view paper
The asset and liability management (ALM) function is undergoing a quiet revolution. What was once seen as a back-office control function is now becoming a cornerstone of strategic planning, credit risk oversight, and enterprise performance analysis.
For banks and financial institutions facing rising credit complexity, fragmented funding markets, and shifting regulatory demands, modern ALM is no longer optional - it’s essential.
In the second of three-series joint papers from Wolters Kluwer and Chartis, we explore the drivers behind the resurgence of ALM and what sets modern, future-ready frameworks apart.
In our first Risk Point of View (PoV) paper with Chartis, we explored Liquidity Risk. Now, in the second paper in the series, we delve into insights on:
- The expanded mandate of ALM across credit, funding, and profitability
- How leading institutions are using ALM to link business strategy with risk appetite
- The impact of behavioral modeling on liquidity and capital planning
- Why integrating credit loss analytics, stress testing, and scenario simulation is now business-critical
- What separates high-performing ALM frameworks from legacy systems
With increasingly sophisticated analytical tools, enabled by cloud scalability, embedded forecasting, and behavioral risk models, financial institutions now have the opportunity to transform ALM into a real-time strategic decision-making engine.
Who needs to read this ALM paper?
Whether you're a CRO, CFO, Treasurer, ALCO, or Head of ALM, or a risk leader, this paper offers a clear, forward-looking perspective on where ALM is headed and what capabilities you need to stay ahead.
Power your ALM strategy with insights from Chartis and Wolters Kluwer.
Download the paper now.
