Asset-liability management

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Revision as of 11:55, 27 October 2014 by imported>Doug Williamson (Link with new Guide to risk management page & remove link to old Risk management page.)
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(ALM).

An approach to risk management which analyses an organisation's assets and liabilities as a combined portfolio.

Asset-liability management is particularly concerned with the management of interest rate risk, taking account of the expected impact of interest rate changes both on assets and on liabilities, and also taking account of the relationships between the expected impact on the assets and the expected impact on the liabilities.


See also