Understanding Asset Liability Management
ALM Risk Management Tools
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
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