ICICI Bank - Asset Liability Management Role

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

- 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.

- 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.

- 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).