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Economy & Finance 13.11.2008 Alm Jan 2008

1. Assets Liability ManagementALM It is a dynamic process of Planning, Organizing & Controlling of Assets & Liabilities- their volumes, mixes, maturities, yields…

Documents Slide 22–1. Part IV The Management of Financial Institutions.

Slide 1 Slide 22–1 Slide 2 Part IV The Management of Financial Institutions Slide 3 Chapter Twenty Two Risk Management in Financial Institutions Slide 4 Slide 22–4 Managing…

Documents CHAPTER12 Introduction to Asset Liability Management What is in this Chapter? INTRODUCTION SOURCES.....

Slide 1 CHAPTER12 Introduction to Asset Liability Management What is in this Chapter? INTRODUCTION SOURCES OF INTEREST-RATE RISK Mortgage-backed Securities (MBS) Slide 2…

Documents CHAPTER 12 Introduction to Asset Liability Management What is in this Chapter? INTRODUCTION DURATION...

Slide 1 CHAPTER 12 Introduction to Asset Liability Management What is in this Chapter? INTRODUCTION DURATION GAP SOURCES OF INTEREST-RATE RISK ALM RISK versus MARKET RISK…