Asset Liability and Liquidty Management
We perform Asset Liability / Liquidity Management audits for the majority of our clients and have experience with various models utilized within the industry. Our procedures are focused on the following areas:
- Data integrity of the most recent ALM monitoring reports by testing a sample of inputs into the model for accuracy and agreement to the underlying Bank financial records.
- Assumptions used in the model for adequacy in relation to the Bank’s portfolio and financial composition.
- Level of Board of Director and/or sub-committee review and monitoring of asset-liability activities.