Asset Liability Management Archives | FinanceTrainingCourse.com

<img width="480" height="164" src="https://financetrainingcourse.com/education/wp-content/uploads/2016/11/EXCEL-Duration-Calculation-featured-480x164.png" class="attachment-minimal-grid-medium-img size-minimal-grid-medium-img wp-post-image" alt="EXCEL Duration Calculation between Coupon Payments" srcset="https://financetrainingcourse.com/education/wp-content/uploads/2016/11/EXCEL-Duration-Calculation-featured-480x164.png 480w, https://financetrainingcourse.com/education/wp-content/uploads/2016/11/EXCEL-Duration-Calculation-featured-1024x351.png 1024w, https://financetrainingcourse.com/education/wp-content/uploads/2016/11/EXCEL-Duration-Calculation-featured-240x82.png 240w, https://financetrainingcourse.com/education/wp-content/uploads/2016/11/EXCEL-Duration-Calculation-featured-768x263.png 768w, https://financetrainingcourse.com/education/wp-content/uploads/2016/11/xEXCEL-Duration-Calculation-featured.png.pagespeed.ic.tziozchvE7.png 1200w" sizes="(max-width: 480px) 100vw, 480px" title="EXCEL Duration Calculation between Coupon Payments"/>

EXCEL Duration Calculation between Coupon Payments

Asset Liability Management

EXCEL Duration Calculation between Coupon Payments

November 14, 2016November 19, 2019

3 mins read time How does the EXCEL DURATION calculation work? How do we […]

<img width="480" height="275" src="https://financetrainingcourse.com/education/wp-content/uploads/2012/06/xCIR-Projected-rates-480x275.png.pagespeed.ic.p8imk4eKpK.png" class="attachment-minimal-grid-medium-img size-minimal-grid-medium-img wp-post-image" alt="CIR - Projected rates" srcset="https://financetrainingcourse.com/education/wp-content/uploads/2012/06/xCIR-Projected-rates-480x275.png.pagespeed.ic.p8imk4eKpK.png 480w, https://financetrainingcourse.com/education/wp-content/uploads/2012/06/xCIR-Projected-rates-240x138.png.pagespeed.ic.jWeY1E1Aqg.png 240w, https://financetrainingcourse.com/education/wp-content/uploads/2012/06/CIR-Projected-rates-768x440.png 768w, https://financetrainingcourse.com/education/wp-content/uploads/2012/06/xCIR-Projected-rates-250x143.png.pagespeed.ic.FQ6GJ1eKE_.png 250w, https://financetrainingcourse.com/education/wp-content/uploads/2012/06/CIR-Projected-rates-300x172.png 300w, https://financetrainingcourse.com/education/wp-content/uploads/2012/06/CIR-Projected-rates-600x344.png 600w, https://financetrainingcourse.com/education/wp-content/uploads/2012/06/CIR-Projected-rates.png 773w" sizes="(max-width: 480px) 100vw, 480px" title="CIR Interest Rate Model"/>

CIR - Projected rates

Asset Liability Management Bank Regulation Interest Rate Modelling

CIR Model – Appropriate Time Step

May 23, 2016November 19, 2019

2 mins read time What is the appropriate time step to use in estimating […]

<img width="480" height="302" src="https://financetrainingcourse.com/education/wp-content/uploads/2016/04/xILAAP-ALM-LCR-featured-480x302.png.pagespeed.ic.5k3zdZgR-x.jpg" class="attachment-minimal-grid-medium-img size-minimal-grid-medium-img wp-post-image" alt="ILAAP ALM LCR Reports Template Validator" srcset="https://financetrainingcourse.com/education/wp-content/uploads/2016/04/xILAAP-ALM-LCR-featured-480x302.png.pagespeed.ic.5k3zdZgR-x.jpg 480w, https://financetrainingcourse.com/education/wp-content/uploads/2016/04/xILAAP-ALM-LCR-featured-240x151.png.pagespeed.ic.SKWqWO3amg.jpg 240w, https://financetrainingcourse.com/education/wp-content/uploads/2016/04/xILAAP-ALM-LCR-featured-768x483.png.pagespeed.ic.kE6mFbD_19.jpg 768w, https://financetrainingcourse.com/education/wp-content/uploads/2016/04/xILAAP-ALM-LCR-featured.png.pagespeed.ic.wJ_q3pld8K.png 1024w" sizes="(max-width: 480px) 100vw, 480px" title="ILAAP ALM LCR Reports Template Validator"/>

ILAAP ALM LCR Reports Template Validator

Asset Liability Management Liquidity Risk Model at Work

ILAAP ALM LCR Reports Template Validator

April 20, 2016November 26, 2019

7 mins read time This product is designed for banking professionals, consultants, implementation teams […]

<img width="480" height="328" src="https://financetrainingcourse.com/education/wp-content/uploads/2016/03/xLiquidity-Gap-implementation-challenges-480x328.png.pagespeed.ic.jp80FzD-cH.png" class="attachment-minimal-grid-medium-img size-minimal-grid-medium-img wp-post-image" alt="Liquidity Gap" srcset="https://financetrainingcourse.com/education/wp-content/uploads/2016/03/xLiquidity-Gap-implementation-challenges-480x328.png.pagespeed.ic.jp80FzD-cH.png 480w, https://financetrainingcourse.com/education/wp-content/uploads/2016/03/xLiquidity-Gap-implementation-challenges-240x164.png.pagespeed.ic.bAg3q_GkbW.png 240w, https://financetrainingcourse.com/education/wp-content/uploads/2016/03/xLiquidity-Gap-implementation-challenges-250x171.png.pagespeed.ic.tY5EkwqUBI.png 250w, https://financetrainingcourse.com/education/wp-content/uploads/2016/03/Liquidity-Gap-implementation-challenges-300x205.png 300w, https://financetrainingcourse.com/education/wp-content/uploads/2016/03/Liquidity-Gap-implementation-challenges-600x410.png 600w, https://financetrainingcourse.com/education/wp-content/uploads/2016/03/Liquidity-Gap-implementation-challenges.png 693w" sizes="(max-width: 480px) 100vw, 480px" title="Liquidity Gap Implementation Challenges"/>

Liquidity Gap

Asset Liability Management Liquidity Risk Middle Office

Liquidity Gap Implementation Challenges

March 16, 2016December 2, 2019

5 mins read time A quick review of common liquidity gap implementation challenges as part […]

<img width="480" height="289" src="https://financetrainingcourse.com/education/wp-content/uploads/2014/08/ALM_Training1-480x289.png" class="attachment-minimal-grid-medium-img size-minimal-grid-medium-img wp-post-image" alt="ALM Training for Board & ALCO Members" srcset="https://financetrainingcourse.com/education/wp-content/uploads/2014/08/ALM_Training1-480x289.png 480w, https://financetrainingcourse.com/education/wp-content/uploads/2014/08/xALM_Training1-240x144.png.pagespeed.ic.wkvu_S78d7.png 240w, https://financetrainingcourse.com/education/wp-content/uploads/2014/08/xALM_Training1-768x462.png.pagespeed.ic.uI-ioHToB6.png 768w, https://financetrainingcourse.com/education/wp-content/uploads/2014/08/xALM_Training1.png.pagespeed.ic.0HmkjCBzGI.png 1024w" sizes="(max-width: 480px) 100vw, 480px" title="ALM Training for Board & ALCO Members"/>

ALM Training for Board & ALCO Members

Asset Liability Management Bank Regulation Case Studies EXCEL Examples

ALM Training for Board & ALCO Members

August 1, 2014November 26, 201914 Comments

3 mins read time I have long felt a need for a high level […]

<img width="480" height="284" src="https://financetrainingcourse.com/education/wp-content/uploads/2014/07/Asset_liability_mismatch1-480x284.png" class="attachment-minimal-grid-medium-img size-minimal-grid-medium-img wp-post-image" alt="Liability Allocation Strategy" srcset="https://financetrainingcourse.com/education/wp-content/uploads/2014/07/Asset_liability_mismatch1-480x284.png 480w, https://financetrainingcourse.com/education/wp-content/uploads/2014/07/Asset_liability_mismatch1-240x142.png 240w, https://financetrainingcourse.com/education/wp-content/uploads/2014/07/Asset_liability_mismatch1-768x454.png 768w, https://financetrainingcourse.com/education/wp-content/uploads/2014/07/xAsset_liability_mismatch1.png.pagespeed.ic.BbWrHW4OkX.png 1024w" sizes="(max-width: 480px) 100vw, 480px" title="Asset Liability Mismatch"/>

Liability Allocation Strategy

Asset Liability Management

Asset Liability Mismatch

July 31, 2014November 15, 2019

4 mins read time NII, Earnings, Gaps, Asset & Liability Sensitivity In our previous […]