ALM Model Metrics - Asset Liability Management & Risk Management Consultants

ALM Model Metrics is a small consulting firm comprised solely of experienced subject matter experts. We are accomplished and recognized leaders with demonstrated expertise in Treasury, Asset Liability Management, capital and risk management.

Walter is the founder of ALM Model Metrics, a boutique consulting firm providing advisory services since 2005. He has been engaged to support Canadian and US financial institutions in the following areas: Treasury, Interest Rate Risk, Liquidity Risk, Funds Transfer Pricing, Capital Management and ERM. Prior to founding ALM Model Metrics, Walter had over 20 years of Financial Services industry experience at CIBC and BNS, two of Canada’s major banks. He is an accomplished and recognized leader in Asset Liability Management, Economic Capital and Risk Management.

Prior to founding ALM Model Metrics, Walter had over 20 years of Financial Services industry experience at CIBC and BNS, two of Canada’s major banks.

Walter held a number of positions within CIBC's Treasury and Risk Management businesses.

- As Managing Director ALM, Walter was responsible for Cdn$ interest rate risk and global liquidity policy. His achievments included: implementation of a new ALM system that was recognized as the best in Canada, and among the best in North America; transformation of ALCO into a strategy-focused forum, for discussing alternatives for managing risk, earnings and value; development of the firm's first comprehensive liquidity contingency plan.

- Joined the new RAROC team, with the objective of syndicating Economic Capital and RAROC. Promoted to Vice President of the Group, with responsibility for leading the development and implementation of Economic Capital, and a risk-adjusted performance measurement process across all CIBC business lines. Developed and aggregated credit, market and operational risk information across the firm, allowing for daily and monthly monitoring and reporting. In partnership with the CFO and CRO, economic capital and economic profit were fully integrated within CIBC’s financial reports, and the risk management and balance sheet management process.

- Walter was a member of CIBC's Risk Management Leadership Group, where he played a key role in the Bank’s ERM implementation.

Walter works effectively with all levels of management, and is equally comfortable communicating with technical staff, executive management and the CEO and Board.