Asset and liability management: what does the future have in store?
Richard Black
(Specialist in ALM and liquidity solutions at Algorithmics Incorporated, a leading provider of risk management software.)
Karl Brown
(Specialist in ALM and liquidity solutions at Algorithmics Incorporated, a leading provider of risk management software.)
James Moloney
(Specialist in ALM and liquidity solutions at Algorithmics Incorporated, a leading provider of risk management software.)
3748
Abstract
Advances in market risk management have had a huge impact on asset liability management in recent years, enabling the most advanced institutions to analyze their balance sheet risks in a much more realistic and dynamic way. In future, as risk management develops still further and computing power increases, ALM could find itself with a new, broader function to perform.
Keywords
Citation
Black, R., Brown, K. and Moloney, J. (2003), "Asset and liability management: what does the future have in store?", Balance Sheet, Vol. 11 No. 2, pp. 32-38. https://doi.org/10.1108/09657960310480651
Publisher
:MCB UP Ltd
Copyright © 2003, MCB UP Limited