1. Assets Liability ManagementALM It is a dynamic process of Planning, Organizing & Controlling of Assets & Liabilities- their volumes, mixes, maturities, yields…
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…
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…
Slide 1 Hedgind Demand Deposit Liabilities: Market Conditions, Term Structure of Interest Rates and Risk Management Umberto Cherubini University of Bologna Workshop: Interest…
Funding Liquidity Risk Advanced Methods of Risk Management Umberto Cherubini Learning Objectives In this lecture you will learn To evaluate and hedge funding liquidity risk…
Hedgind Demand Deposit Liabilities: Market Conditions, Term Structure of Interest Rates and Risk Management Umberto Cherubini University of Bologna Workshop: Interest Rate…
Hedgind Demand Deposit Liabilities: Market Conditions, Term Structure of Interest Rates and Risk Management Umberto Cherubini University of Bologna Workshop: Interest Rate…