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Hi,
Recent global developments and regulatory requirements have made many mandatory reports to be submitted to ALCO at regular intervals. Prominent among those are :
1) Maturity pattern of Assets and Liability ( Including repricing maturity and residual maturity )
2) LCR( Liquidity coverage ratio ) and NSFR ( Net stable Funding ratio )
3) MDG (Modified Duration Gap ) and IRSM (Interest rate Sensitive monitor )
Raju
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