Understanding Asset Liability Management

ALM Risk Management Tools

    • £15.99
    • £15.99

Publisher Description

This guide to ALM Risk Measurement Tools covers:


a. Methodologies for Price Sensitive & Rate Sensitive Gap Reports, Net Interest Income, Market Value of Equity at Risk, Earnings at Risk, Cost to Close, Duration Gap analysis


b. Real-world applications of duration & cash flow matching 


c. Liquidity ratios & management framework


Also included:

d. 5 instructor-led videos that walk through steps for building an ALM model, definitions, ALM Framework, risk measurement reports, and applications.


e. 6 review sessions to test the reader’s understanding

  • GENRE
    Business & Personal Finance
    RELEASED
    2012
    21 July
    LANGUAGE
    EN
    English
    LENGTH
    61
    Pages
    PUBLISHER
    Jawwad Ahmed Farid
    SIZE
    280.4
    MB

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