Strategic Balance Sheet Management

To provide a broad understanding of a successful and effective ALCO, its composition and authority, its forwardlooking asset and liability management strategies and policies and strategies of the NHFC. 

Managing Strategic Business Objectives through Balance Sheet Management 

  • Maximising stakeholder returns within binding regulatory constraints  
  • Pricing assets with respect to stakeholder mandates
    • Basel III Regulatory world & key elements thereof 
    • Risk Capital requirements of credit and operations 
  • Basel III Regulatory world & key elements thereof 
  • Liquidity Coverage Ratio (LCR) 
  • Net Stable Funding Ratio (NSFR) 
  • Application of short-term liquidity disciplines and controls 
  • Maintenance of jurisdictionally appropriate liquidity buffers  
  • Cash counter-balancing techniques, instruments and products 
  • Liabilities, equity, deposits, central bank cash ratios & liquid assets 
  • Identifying & interest rate pricing points within the domestic interest rate curve structure 
  • Analysing the historical behaviour of the local risk-free and risk-bearing yield curves & likely performance in the short- & medium-term future 
  • Quantifying the impact of parallel & non-parallel yield curve movements on the risk-adjusted returns to key stakeholders 

 

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