Hear from Dr. Donald van Deventer, Managing Director--Risk Research and Quantitative Solutions @ SAS, as we discuss the impact of current market trends on asset liability management.

With a possible recession looming and inflation near its highest levels since the 1980s, navigating around balance sheet issues remains complex. In this first of a series of podcasts on asset and liability management (ALM) featuring academic and industry experts, we will tackle the following topics:

·       The current regulatory and marketplace-driven challenges for risk analytics

·         How to handle term structure modeling in times of rising interest rates and inverted yield curves
Requirements for quantitative approaches in ALM in the current environment