Asset Liability Management The ALM Crash course and survival guide

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.

For a live delivery of the same course see the ALM and Liquidity Management Training Workshop in Kuala Lumpur, January 2011

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 (ALM): Measuring Liquidity Risk: Cost-to-Close Liquidity Gap
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

To view the detailed course description, please click on the link - Asset Liability Management Crash Course and Survival Guide – Detailed Course Description

If you would like to buy the “Asset Liability Management – The ALM Crash course and survival guide” course as a pdf file, please see the Asset Liability Management (ALM) section at our online finance course store. The online finance course store includes easy-to-read-and-work-with downloadable pdf files, excel templates and ready-to-work with models that are shared to illustrate usage and speed up learning for advanced financial modeling, forecasting and simulation topics including interest rate forecasting and simulation, value at risk analysis, credit analysis and processes, Internal Capital Adequacy Assessment Process (ICAAP), asset liability management and other related middle office and risk and computational finance topics.