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
(If you would like to buy the pdf version of the complete course with supporting excel files, please see our Finance Training Courses)
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