The 2008 financial crisis had underscored the importance of both external regulation and internal management for successful development of credit institutions. One of the most important parts of internal management system for credit institutions is a correctly chosen asset-liability management strategy against the background of changing environment. Formulating and choosing such a strategy involves formulating forecasts involving its goals, areas, scale and potential operational results in relation to the sources of funding and its likely costs. This paper considers some aspects of asset-liability management in credit institutions - especially interest rate risk management.