SunGard: Bridging The Gap In Risk Management – From ALM To IFRS 9

The world is changing fast for banks’ asset liability management (ALM) specialists. In times of increased profit and loss volatility, many have found themselves in a new position – sandwiched between credit risk and finance. Suddenly everyone wants a piece of the ALM action, including those expertly constructed models they’d barely noticed before. At the same time, they want to know the potential impact of not only interest rates but also a growing number of macroeconomic variables. And how