ALM - Liquidity Management
Liquidity management is an important part of Assets and Liabilities Management (ALM). ALM must ensure a correct liquidity mapping of all balance sheet items, including the administered products without maturity, and to prepare a relevant output (liquidity gap). It is important to assign the correct internal liquidity premium (FTP-LQ). Administered products modelling has its own particularities, and at the same time it is necessary to be compliant with the applicable regulation.