Calculating EXCEL Duration Between Bond Coupon Payments
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Excel duration between coupon dates How does EXCEL calculate DURATION […]
CIR Interest Rate Model – Appropriate Time Step
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What is the appropriate time step to use in estimating […]
ILAAP ALM LCR Reports template validator
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ILAAP ALM LCR Reports template validator This product is designed […]
Liquidity gap – Implementation.
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Liquidity Gap Implementation challenges. A quick review of common liquidity gap […]
ALM training for board & ALCO members.
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ALM training for Board members. 7 posts. 60 minutes. I […]
Asset liability mismatch – NII, Earnings, gaps, asset & liability sensitivity
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Asset Liability mismatch. NII, positive negative gap, asset liability sensitivity. […]