Citigroup, Inc.
Getzville, NY, USA
The Asset and Liability Management (ALM) unit is a centralized function within Citigroup's Group Treasury and has three primary areas of focus: (1) ALM Policy & Execution (2) Interest Rate Risk Management and (3) ALM Analytics. The ALM Policy & Execution unit establishes and oversees the policies under which business assets and liabilities are priced based on interest rates and liquidity values, executes various transfer pricing processes, and ensures retained costs and balance sheet in Treasury are minimal through an effective allocation process. The Interest Rate Risk Management function evaluates, analyzes and manages Interest Rate Risk in the accrual businesses for Citigroup. The ALM Analytics function calculates, analyzes, and forecasts NIM and identifies optimization opportunities, allocates capital to Citigroup's businesses and analyzes interest rate risk exposures. The ALM function partners extensively with Independent Risk, Citi Treasury Investments (CTI), the...