The Importance of Assumptions for ALM Risk Analytics

Assumptions have always been fundamental to ALM; in today’s volatile market, they’re more important than ever. This session will help you get them right. A senior portfolio manager takes a close look at the assumptions surrounding conditional cash flow assets, early withdrawal of certificates, and growth forecasts, while also covering interest rate scenarios and the impact of non-maturity share assumptions on NEV and NI projections.

Speaker:

	Kevin Chiappetta Kevin P. Chiappetta, CFA, drives Balance Sheet Solutions’ Share Sensitivity Analysis product, which evaluates the rate sensitivity of share deposit balances. His position as senior portfolio manager requires him to manage investment portfolios and help credit unions design balance sheet strategies. He also has experience in trading asset-backed securities and grading CFA exams.