Asset-Liability, Interest-Rate, and Liquidity Risk

ALM, ALCO, EVE, and LCR concepts used to manage bank funding, liquidity, interest-rate exposure, and balance-sheet resilience.

Bank balance-sheet risk arises because assets, liabilities, and customer behavior do not reprice, mature, or generate cash at the same time. Asset-liability management (ALM) measures and manages those mismatches, while the asset-liability committee (ALCO) provides management oversight.

This section also covers two major measures: economic value of equity (EVE) for long-term interest-rate sensitivity and the liquidity coverage ratio (LCR) for standardized 30-day liquidity coverage.

Core Concepts

ConceptMain purpose
Asset-Liability ManagementCoordinates assets, liabilities, funding, liquidity, and hedges within risk appetite
Asset-Liability CommitteeReviews exposures and authorizes or recommends balance-sheet actions
Economic Value of EquityMeasures present-value sensitivity under interest-rate scenarios
Liquidity Coverage RatioCompares eligible liquid assets with standardized 30-day stressed net cash outflows

How the Concepts Work Together

  1. ALM identifies repricing, funding, liquidity, option, and concentration exposures.
  2. Earnings simulations estimate near-term income sensitivity.
  3. EVE estimates longer-term present-value sensitivity.
  4. Liquidity forecasts and LCR test short-term cash coverage.
  5. ALCO reviews results, challenges assumptions, and records actions.
  6. Independent risk management monitors limits and escalates material concerns.

Example

A bank funds fixed-rate loans with deposits that can reprice or leave quickly. Rising rates may increase deposit costs before loan yields reset, while deposit runoff can create a simultaneous liquidity need.

A useful review does not stop at one gap or ratio. It examines deposit behavior, prepayments, yield-curve changes, liquidity buffers, collateral, hedge effects, and combined stress. Interest-rate risk and liquidity risk can reinforce each other.

What to Check

  • reporting date and balance-sheet scope
  • contractual and behavioral maturity assumptions
  • deposit beta, decay, and runoff estimates
  • loan prepayment and option assumptions
  • base, alternative, and stress scenarios
  • EVE and earnings limits
  • HQLA eligibility and LCR calculations
  • ALCO decisions, owners, deadlines, and escalation

Educational Use

These pages provide general financial education. They do not determine a bank’s liquidity, safety, capital adequacy, funding strategy, hedge, or regulatory compliance.

In this section

Choose a subsection first. Deeper term pages live inside each subsection, which keeps large topic hubs readable.

Asset-Liability Committee (ALCO)

An asset-liability committee oversees a financial institution's funding, liquidity, interest-rate risk, and balance-sheet strategy.

Asset-Liability Management (ALM)

Asset-liability management coordinates a financial institution's balance sheet to control funding, liquidity, interest-rate, and earnings risk.

Economic Value of Equity (EVE)

Economic value of equity measures the present-value difference between a bank's asset and liability cash flows and its sensitivity to interest-rate shocks.

Liquidity Coverage Ratio (LCR)

The liquidity coverage ratio compares eligible high-quality liquid assets with net cash outflows during a standardized 30-day stress period.

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