Chapter 10. ALM Operating Model

Chapters in this book

1. Frontmatter I
2. Acknowledgments VII
3. Foreword IX
4. Contents XI
5. Preface XIII
6. Part 1: Historical Asset and Liability Management Concepts
7. Introduction 1
8. Chapter 1. Before the ALM Era 5
9. Chapter 2. Financial Turbulence 7
10. Chapter 3. Emergence of Derivatives 12
11. Chapter 4. Regulators in Place 20
12. Chapter 5. Preservation of Basel III Capital 28
13. Chapter 6. Complete Interrelation 38
14. Chapter 7. ALM Evolution Summary 42
15. Conclusions 50
16. Part 2: Place of Asset and Liability Management in a Bank
17. Introduction 53
18. Chapter 8. Prerequisites for ALM 55
19. Chapter 9. ALM Responsibilities (Full Scope) 57
20. Chapter 10. ALM Operating Model 75
21. Chapter 11. ALM Inside a Risk Management Triangle 79
22. Chapter 12. From a Standalone ALM Desk to a Group Treasury 87
23. Conclusions 100
24. Part 3: New Trends in Banking and Challenges for ALM
25. Introduction 103
26. Chapter 13. ALM Role in SREP 105
27. Chapter 14. Scope of ALM Involvement for Different Banks 112
28. Chapter 15. ALM Role in Crisis 121
29. Chapter 16. After-Crisis ALM 126
30. Selected Bibliography 141
31. List of Figures 145
32. List of Tables 147
33. List of Abbreviations 149
34. About the Author 151
35. Index 153