Asset and Liability Management (ALM)
and Portfolio Management advisory

Financial institutions that have existing or future liabilities/pseudo liabilities need to ensure that the right kind of investments are in place (relative to the liabilities) to cater for these obligations when they fall due. Also, in an asset-only framework, having a sound asset allocation is critical to meeting financial goals.  

Given the huge untapped potential of Funds Transfer Pricing – FTP, FinCity is very keen to work with financial institutions where applicable, to implement robust FTP schemes. FTP can be a very handy tool for allocating the cost of balance sheet stress to internal units, managing risks (ensuring that risks – such as credit risk, interest rate risk, and liquidity risk reside with entities/units that can manage them more effectively), as well as ensuring that there is an objective, robust and fair framework for determining the performance of branches, products, business units, etc. It helps to ensure the proper allocation of net income amongst all relevant entities. If designed well, it should also provide the right incentives to turbocharge performance. We are primarily focused on: 

  • Interest Rate Risk Management
  • Foreign Currency Risk Management
  • Liquidity and Liquidity risk management
  • Designing Hedging Strategies
  • Designing Arbitrage Strategies
  • Designing Funds Transfer Pricing Schemes
  • Designing Investment Policy Statements
  • Advising on Asset Allocation
  • Capital and Capital Adequacy Management

Clients’ Testimonials

  • Far far away, behind the word mountains, far from the countries Vokalia and Consonantia, there live the blind texts. Separated they live in Bookmarksgrove right at the coast of the Semantics, a large language ocean. A small river named Duden flows by their place and supplies it with the necessary.

    John Smith
    CEO, Press Mag
  • One morning, when Gregor Samsa woke from troubled dreams, he found himself transformed in his bed into a horrible vermin. He lay on his armour-like back, and if he lifted his head a little he could see his brown belly, slightly domed and divided by arches into stiff sections. The bedding.

    Jane Doe
    Manager, Coke