Asset Liability Management & Value At Risk Test Bank

The “Asset Liability Management & Value at Risk Test Bank"  e-book includes:

i. ALM topic quiz covering risk measurement tools

ii. ALM case study quiz that tests concepts of Duration & interest rate sensitivity (IRS) as well as the impact of IRS on shareholders’ equity and net interest income (NII)

iii. VaR topic quiz covering VaR methods and risk management framework

iv. VaR case study quiz that tests how VaR is calculated for a portfolio comprising of Gold & Oil

v. Answers with detailed explanations

vi. Detailed case study walkthroughs that demonstrate and explain how the questions may be solved in EXCEL