Asset Liability Management – The ALM Crash course

The Asset Liability Management (ALM) Crash course starts off with basic and core concepts and quickly delves into core tools including Gaps, Earnings at Risk and Cost to close reports. In addition to the traditional mismatch focus, the course also includes a short section on Liquidity Management as well as a related concepts section with relevant equations and ALM formulae.

Introduction – ALM
Asset Liability Management – Introducing ALM

Asset Liability Management (ALM) Core Concepts
Interest Rate Risk: Duration, Macaulay Duration and Modified Duration
Interest Rate Risk: Convexity approximation
Asset Liability Management – Rate Sensitive Gaps, Earnings at Risk, Cost to Close and MVE Analysis
Asset Liability Management – Other ALM Tools and Applications

Liquidity Management and ALM
Master Course: Liquidity Management: Liquidity Risk
Master Course: Liquidity Management Crash Course: Liquidity Limits
Master Course: Liquidity Management: Liquidity Contingency Funding Plan

Asset Liability Management (ALM) – Related Concepts
Master Class: Calculating Value at Risk (VaR): Course Guide
Duration, Convexity and Asset Liability Management – Calculation reference

Asset Liability Management  – Assumptions, Convention, Tweaks & Hacks
ALM Banking Models – Introductory Case Study
Why does bank regulation fail? The Kill a bank in one day simulation

Asset Liability Management Crash Course – Buy now