Balance sheet management benchmark survey

The financial crisis has highlighted the need for organisations to take a more holistic view of their balance sheets. This survey aims to provide the international banking industry with an overview of the state of balance sheet management in banks, to identify areas for improvement and help banks prepare for the future.

The survey covers the four main areas of balance sheet management, namely interest rate risk management, liquidity risk management, capital management and management of discretionary investment portfolios. Many of these functions would be covered by the asset and liability management (ALM) function in banks, but we use the broader term ‘balance sheet management’ because the study covers capital management as well as the more traditional ALM focus areas.