Understanding Asset Liability Management
ALM Risk Management Tools
Jawwad Ahmed Farid & Agnes Paul
This book is available for download with Apple Books on your Mac or iOS device. Multi-touch books can be read with Apple Books on your Mac or iOS device. Books with interactive features may work best on an iOS device. Apple Books on your Mac requires OS X 10.9 or later.
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