ICICI Bank - Asset Liability Manager

- Assets liability management groups manages the liquidity risk and interest rate risk for the Bank including overseas branches.

1. Liquidity management involves liquidity planning across time horizon - daily, near term and medium term liquidity planning and ensuring compliance with various regulatory requirement viz, Cash reserve ratio, statutory liquidity ratio, Liquidity coverage ratio and Net stable funding ratios.

2. It also involves deployment of rupee and foreign currency liquidity and wholesale money market borrowings from rupee/foreign currency markets. The interest rate risk management involves taking interest rate views and determining interest rate risk positions of the Bank, while managing the Statutory Liquidity Ratio (SLR) portfolio.

3. ALMG also manages the funds transfer pricing mechanism for the Bank and various lending benchmark frameworks for retail/wholesale banking (External benchmark linked loans/MCLR).