From Repricing Gaps to Convexity: Demystifying Bank ALM Dynamics

Dear LinkedIn family,

Over the past few months, I’ve researched key topics in Asset and Liability Management (ALM) to provide practical insights into one of the most critical areas of banking (Just for educational and information purposes only). Below, I’ve compiled a list of articles that aim to break down ALM concepts with examples for better understanding.

I invite you to read through these articles, share your valuable feedback, and let me know how I can improve. Your thoughts on what you found insightful or areas where I could expand will help enhance these articles for a broader audience.

List of Articles on Bank ALM ( Every Number Point is a link, please click and explore the article)

1. Holistic Asset and Liability Management: Aligning Strategies with Risk Appetite

2. Understanding Asset- and Liability-Sensitive Banks: Repricing Gaps and Capital Impact

3. How Duration and Convexity Impact the Bank Balance Sheet

4-Mastering Duration GAP in Bank ALM: Understand the Impact Of Interest Rate Movement

5-Bank Balance Sheet Repricing & Duration Gap Hedging Explained

Why These Articles Matter

• Practical Learning: Each article simplifies complex ALM concepts (by providing some hypothetical banking examples) and demonstrates their real-world applications, making it easier for banking professionals to connect theory with practice.
• Interactive Engagement: Readers are encouraged to reflect on their own experiences and share their thoughts, creating a learning community around ALM.
• Building Expertise: By diving into these articles, professionals at all levels can enhance their understanding of key ALM principles and refine their approaches to managing balance sheet risks.

Your Feedback Matters!

I’d love to hear your thoughts:

• What did you find most insightful in these articles?
• Where do you think I can improve?
• What topics would you like me to explore further in ALM?

Your input will not only help me refine my content but also contribute to creating a richer learning resource for our LinkedIn community.

Let’s continue this journey of learning and collaboration. I look forward to your comments and suggestions!

#AssetLiabilityManagement #BankingInsights #FinancialRiskManagement #ALMStrategies #InterestRateRisk #LiquidityRisk #BankTreasury #EVEImpact #CapitalManagement #StressTesting

Babu Sathyanarayanan Prateek Yadav Moorad Choudhry Beata Lubinska, Ph.D Claire Sutherland Gabriel Ryan, FRM Ganesh Nayak Utkarsh Jain

**Disclaimer** - The views, opinions, and information presented in this article are solely for educational, personal, and informational purposes. They are entirely independent and do not reflect or relate, directly or indirectly, to my current or previous employers.