Browse By

Asset Liability Management – Crash Course

Course Details

Price

  • Non Print version – $27.99
  • Print version – $29.99
  • EXCEL Example – $19.99

 

Buy Now

Course TitleBuy Print or Non Print Version
Asset Liability Management – Crash Course
Asset Liability Management – Crash Course – EXCEL Examples

 

Course Contents

1. Introduction
2. Duration and Convexity
3. Value at Risk (VaR)

  • Variance Covariance Approach
  • Historical Simulation Method

4. ALM Risk Measurement Tools

  • Fall in Market Value of Equity
  • Earnings at Risk
  • Cost to Close
  • Rate Sensitive Gap
  • Price Sensitive Gap
  • Liquidity Gap
  • Net Interest Income (NII) at Risk
  • Duration Gap Analysis

5. Applications

  • Bank
  • Duration matching/ immunization
  • Pension Funds and Insurance
  • Portfolio dedication

6. Other Liquidity Risk Measurement Tools

  • Setting limits for liquidity risk
  • Cash flow mismatch or gap limits
  • Maturity Limits
  • Target Liquid Reserves
  • Concentration Limits
  • Contingent liability limit
  • Review
  • Exception handling
  • Contingency Funding Plan
  • General requirements for a liquidity contingency plan
  • Specific requirements for a liquidity contingency plan
  • Liquidity enhancement tactics
  • For Systemic crisis
  • For company specific crisis

7. Liquidity Management

  • Liquidity Ratios and Analysis
  • Current Ratio
  • Quick Ratio
  • Unused lines of credit
  • Borrowing/ Debt-to-Equity Ratio
  • Net Working Capital Ratio
  • Loan-to-Deposit Ratio
  • Loan- to- Asset Ratio

 

Number of pages

40

 

File Size

1.41 MB

 

Read this course online

Asset Liability Management – The ALM Crash course

8 thoughts on “Asset Liability Management – Crash Course”

  1. Pingback: Course Guide | Online MBA Course Resource
  2. Trackback: Course Guide | Online MBA Course Resource
  3. Pingback: Management Case Studies: Case Studies resources and guides | Treasury Risk
  4. Trackback: Management Case Studies: Case Studies resources and guides | Treasury Risk
  5. Pingback: Finance Training Courses Cases in Profile: Case Studies resources and guides | Learning Corporate Finance
  6. Trackback: Finance Training Courses Cases in Profile: Case Studies resources and guides | Learning Corporate Finance

Comments are closed.

Comodo SSL