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Evolution of Asset-Liability Management Across Market Eras: From Pre-Financial Crisis to Post-COVID Challenges

Evolution of Asset-Liability Management Across Market Eras: From Pre-Financial Crisis to Post-COVID Challenges ALM keeps adapting. From duration-matching before 2008, to stress testing in the ...
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Description: ALM keeps adapting. From duration-matching before 2008, to stress testing in the prolonged low-rate 2010s, to disintermediation risks in the sharp 2021–2023 rate hikes, each shock has reshaped the playbook. In my new paper, I argue for a practical way forward: matching the first 5–7 years of asset and liability cash flows and holding liquidity buffers, a balance between rigid full matching and simple duration management.
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- Authors: Dariush Akhtari
- Date: Jan 2026
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Investment and Risk Management Community Newslette
- Topics: Enterprise Risk Management; Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM

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Evolution of Asset-Liability Management Across Market Eras: From Pre-Financial Crisis to Post-COVID Challenges