Financial institutions of all sizes and charters are required to validate their risk models, including those used for ALM. Your requirements are the focus of our assignment. The customary report set, redesigned and updated in 2010, includes an Executive Summary, recommendations based on current “best practices”, and a detailed model implementation review.
Banks are now required to validate their liquidity risk measurement and management processes, including those used for ALM. Your requirements are the focus of our assignment. Global best practices liquidity policy reviews are performed by Leonard Matz, the author of the two best selling liquidity books and Sr. Consultant to the ALMnetwork.
Integrated market, liquidity and credit risk considerations are required for best practices internal and external financial reporting. Our process has been favorably reviewed by Big 4 and regional accounting firms.
03.08.11: Bank Risk Advisors is a conference sponsor at Risk & Compliance 2011,
a Fiserv Client Conference, at
Fontainebleau in Miami Beach, Florida from May 1-3, 2011
Bank Risk Advisors Principals Present:
12.22.10: Happy Holidays from the ALM Network! See our holiday greeting to you!
11.09.10: Bronze sponsor of the Chester County Historical Society Founders Award Dinner
10.04.10: Leonard Matz and Kerri Corn of the OCC present on Stress Testing and Liquidity Risk Management October 12, Chicago, presented by Thomson Reuters