ALM is a series of management tools designed to minimise risk exposure of banks, ... of asset and liability management as a means of achieving internal consistence ...
Sluggish GDP growth, which increased the incidence of non-performing assets ... and comment on the insurer's ALM practices in the annual report to the FSC ...
Proposed by Group ALM of ABN AMRO in Amsterdam. How sensitive ... 'Bumping' the yield curve by perturbing the first three PCA factors by mean absolute change. ...