Program on Asset Liability and Liquidity Risk Management

Learning Event, Asset Management
Monday, June 24, 2019
Gateway Room, Taj Mahal Palace, Apollo Bunder, Mumbai
Officers at the level of DGM (or equivalent) and above from banks, financial institutions and NBFCs.

Objective of the Program

Asset liability management (ALM) and Liquidity risk management are important facets of risk management framework. The asset liability mismatches generally arise from funding of long-term assets by short-term liabilities. This risk was recently experienced by a few large NBFCs and if such problem is not addressed effectively and on a timely basis could pose a serious systemic risk. The program objective is to discuss and find ways of improving the effectiveness of risk management to address issues arising on account of asset liability mismatches and liquidity risk.

Broad topics to be covered in the program:

      Asset liability management – Issues and Challenges

      Addressing asset liability mismatches - Financing of Long Term Projects, Take Out Financing, Resource Raising 

      Funds transfer pricing; strategic balance sheet management

      Systemic risk - Inter linkages between banks, mutual funds and NBFCs

      Liquidity risk management – Standards and Monitoring tools

      Funding liquidity risk and market liquidity risk

      Measuring liquidity risk – Stock and Flow approach

         Liquidity risk and solvency – Recent phase of stress and challenges

Program Description
Address N/A Timing 09:00 AM

Photo Gallery

  • M P Baliga, Senior Program Director, CAFRAL
  • Dr. Viral Acharya, Deputy Governor, RBI
  • Program Participants
  • Amol Padhye, HDFC Bank Ltd.
  • Program Participants
  • Manoranjan Mishra, CGM, DNBR, RBI
  • Program Participants
  • Sudarshan Sen, Former ED, RBI
  • Program Participants
  • Chandan Sinha, Additional Director, CAFRAL
  • Vasudeva Konda, ICICI Bank
  • L-R: N S Venkatesh, Chief Executive, AMFI; Ananth Narayan, Former Regional Head of Financial Markets, Standard Chartered Bank; Sudarshan Sen, Ex ED, RBI; Vasudeva Konda, ICIC Bank and Kumar Ayashkanta, L & T Finance Ltd
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