A filter assembly comprising: a housing having a first liquid inlet and a first liquid outlet and defining a first liquid flow path within the housing between the first liquid inlet and the first liquid outlet, the housing further having a second liquid inlet and a second liquid outlet and defining a second liquid flow path within the housing between the second liquid inlet and the second liquid outlet, wherein the first and second liquid flow paths are isolated from one another within the housing; a first filter located within the housing across the first liquid flow path, the first filter having an outer periphery and including a first permeable filter medium arranged to remove one or more substances from a first liquid flowing along the first liquid flow path through the first filter medium; a second filter located within the housing across the second liquid flow path, the second filter having an inner periphery and including a second permeable filter medium arranged to remove one or more substances from a second liquid flowing along the second liquid flow path through the second filter medium; and a thermally conductive heat exchanger comprising a generally cylindrical body and being located within the housing and having a first side and a second side, said cylindrical body having a plurality of undulations or ribs on both sides of the body, said undulations or ribs extending helically parallel to one another from one end of the cylindrical body to the other end, said undulations or ribs on the first side being in contact with the outer periphery of the first filter and said undulations or ribs on the second side being in contact with the inner periphery of the second filter; wherein at least a portion of the first liquid flow path extends along the first side of the heat exchanger and at least a portion of the second liquid flow path extends along the second side of the heat exchanger to transfer heat from one to the other of the first and second liquids. a housing having a first liquid inlet and a first liquid outlet and defining a first liquid flow path within the housing between the first liquid inlet and the first liquid outlet, the housing further having a second liquid inlet and a second liquid outlet and defining a second liquid flow path within the housing between the second liquid inlet and the second liquid outlet, wherein the first and second liquid flow paths are isolated from one another within the housing; a first filter located within the housing across the first liquid flow path, the first filter having an outer periphery and including a first permeable filter medium arranged to remove one or more substances from a first liquid flowing along the first liquid flow path through the first filter medium; a second filter located within the housing across the second liquid flow path, the second filter having an inner periphery and including a second permeable filter medium arranged to remove one or more substances from a second liquid flowing along the second liquid flow path through the second filter medium; and a thermally conductive heat exchanger comprising a generally cylindrical body and being located within the housing and having a first side and a second side, said cylindrical body having a plurality of undulations or ribs on both sides of the body, said undulations or ribs extending helically parallel to one another from one end of the cylindrical body to the other end, said undulations or ribs on the first side being in contact with the outer periphery of the first filter and said undulations or ribs on the second side being in contact with the inner periphery of the second filter; wherein at least a portion of the first liquid flow path extends along the first side of the heat exchanger and at least a portion of the second liquid flow path extends along the second side of the heat exchanger to transfer heat from one to the other of the first and second liquids.