ALM management

In recent years, Afi has cemented its position as a benchmark advisor and consultant in the asset and liability management (ALM) field within the Spanish banking sector.

Our current offering revolves around four elements that enable our clients to implement comprehensive and integrated management, measurement, assessment, and control of interest rate, liquidity, and exchange rate risk:

• ALM procedures
• End-to-end ALM models and specific client behaviour models.
• Technology for improving ALM information management.
• Proprietary ALM solution (QALM).

All of this responds to the highest regulatory requirements, new management needs in an unfamiliar economic and financial environment and growing expectations for oversight. With regard to procedures, we offer advice on organization and committees, policies, action strategies, and control procedures, as well as on the definition of indicators and assessment methodologies, limits, internal information, and information for compliance with regulatory and supervisory requirements.