Asset Liability Management Archives | FinanceTrainingCourse.com

<img width="480" height="263" src="https://financetrainingcourse.com/education/wp-content/uploads/2016/11/Macaulay-Duration1-480x263.png" class="attachment-minimal-grid-medium-img size-minimal-grid-medium-img wp-post-image" alt="Calculating EXCEL Duration Between Bond Coupon Payments" srcset="https://financetrainingcourse.com/education/wp-content/uploads/2016/11/Macaulay-Duration1-480x263.png 480w, https://financetrainingcourse.com/education/wp-content/uploads/2016/11/Macaulay-Duration1-240x132.png 240w, https://financetrainingcourse.com/education/wp-content/uploads/2016/11/Macaulay-Duration1-398x218.png 398w, https://financetrainingcourse.com/education/wp-content/uploads/2016/11/Macaulay-Duration1-250x137.png 250w, https://financetrainingcourse.com/education/wp-content/uploads/2016/11/Macaulay-Duration1-300x165.png 300w, https://financetrainingcourse.com/education/wp-content/uploads/2016/11/Macaulay-Duration1.png 545w" sizes="(max-width: 480px) 100vw, 480px" title="Calculating EXCEL Duration Between Bond Coupon Payments"/>

Calculating EXCEL Duration Between Bond Coupon Payments

Asset Liability Management

Calculating EXCEL Duration Between Bond Coupon Payments

November 14, 2016March 8, 2018

3 mins read

Excel duration between coupon dates How does EXCEL calculate DURATION […]

<img width="480" height="275" src="https://financetrainingcourse.com/education/wp-content/uploads/2012/06/CIR-Projected-rates-480x275.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/CIR-Projected-rates-480x275.png 480w, https://financetrainingcourse.com/education/wp-content/uploads/2012/06/CIR-Projected-rates-240x138.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/CIR-Projected-rates-250x143.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="Cox-Ingersoll-Ross. CIR model. Parameter calibration & simulation"/>

CIR - Projected rates

Asset Liability Management Bank Regulation Interest Rate Modelling

CIR Interest Rate Model – Appropriate Time Step

May 23, 2016June 13, 2016

2 mins read

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

<img width="480" height="303" src="https://financetrainingcourse.com/education/wp-content/uploads/2016/04/ALM-ILAAP-LCR-Validator-Charts-tab-480x303.png" class="attachment-minimal-grid-medium-img size-minimal-grid-medium-img wp-post-image" alt="ALM-ILAAP-LCR-Validator-Charts-tab" srcset="https://financetrainingcourse.com/education/wp-content/uploads/2016/04/ALM-ILAAP-LCR-Validator-Charts-tab-480x303.png 480w, https://financetrainingcourse.com/education/wp-content/uploads/2016/04/ALM-ILAAP-LCR-Validator-Charts-tab-240x152.png 240w, https://financetrainingcourse.com/education/wp-content/uploads/2016/04/ALM-ILAAP-LCR-Validator-Charts-tab-768x485.png 768w, https://financetrainingcourse.com/education/wp-content/uploads/2016/04/ALM-ILAAP-LCR-Validator-Charts-tab-250x158.png 250w, https://financetrainingcourse.com/education/wp-content/uploads/2016/04/ALM-ILAAP-LCR-Validator-Charts-tab-300x189.png 300w, https://financetrainingcourse.com/education/wp-content/uploads/2016/04/ALM-ILAAP-LCR-Validator-Charts-tab-600x379.png 600w, https://financetrainingcourse.com/education/wp-content/uploads/2016/04/ALM-ILAAP-LCR-Validator-Charts-tab.png 944w" sizes="(max-width: 480px) 100vw, 480px" title="ILAAP ALM LCR Reports template validator"/>

ALM-ILAAP-LCR-Validator-Charts-tab

Asset Liability Management Liquidity Risk Model at Work

ILAAP ALM LCR Reports template validator

April 20, 2016April 20, 2016

7 mins read

ILAAP ALM LCR Reports template validator This product is designed […]

<img width="480" height="328" src="https://financetrainingcourse.com/education/wp-content/uploads/2016/03/Liquidity-Gap-implementation-challenges-480x328.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/Liquidity-Gap-implementation-challenges-480x328.png 480w, https://financetrainingcourse.com/education/wp-content/uploads/2016/03/Liquidity-Gap-implementation-challenges-240x164.png 240w, https://financetrainingcourse.com/education/wp-content/uploads/2016/03/Liquidity-Gap-implementation-challenges-250x171.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."/>

Liquidity Gap

Asset Liability Management Liquidity Risk Middle Office

Liquidity gap – Implementation.

March 16, 2016April 8, 2016

5 mins read

Liquidity Gap Implementation challenges. A quick review of common liquidity gap […]

<img width="379" height="258" src="https://financetrainingcourse.com/education/wp-content/uploads/2014/07/073114_1741_ALMStrategy20.png" class="attachment-minimal-grid-medium-img size-minimal-grid-medium-img wp-post-image" alt="Positive gap rules for bank ALM analysis & strategy" srcset="https://financetrainingcourse.com/education/wp-content/uploads/2014/07/073114_1741_ALMStrategy20.png 379w, https://financetrainingcourse.com/education/wp-content/uploads/2014/07/073114_1741_ALMStrategy20-240x163.png 240w, https://financetrainingcourse.com/education/wp-content/uploads/2014/07/073114_1741_ALMStrategy20-300x204.png 300w, https://financetrainingcourse.com/education/wp-content/uploads/2014/07/073114_1741_ALMStrategy20-250x170.png 250w" sizes="(max-width: 379px) 100vw, 379px" title="Asset liability mismatch - NII, Earnings, gaps, asset & liability sensitivity"/>

Positive gap rules for bank ALM analysis & strategy

Asset Liability Management Bank Regulation Case Studies EXCEL Examples

ALM training for board & ALCO members.

August 1, 2014March 14, 201614 Comments

3 mins read

ALM training for Board members. 7 posts. 60 minutes. I […]

<img width="480" height="279" src="https://financetrainingcourse.com/education/wp-content/uploads/2014/08/080114_0253_AssetLiabil3-480x279.png" class="attachment-minimal-grid-medium-img size-minimal-grid-medium-img wp-post-image" alt="Liability Allocation Strategy for rising Interest Rates - ALM Analysis and Strategy" srcset="https://financetrainingcourse.com/education/wp-content/uploads/2014/08/080114_0253_AssetLiabil3-480x279.png 480w, https://financetrainingcourse.com/education/wp-content/uploads/2014/08/080114_0253_AssetLiabil3-240x139.png 240w, https://financetrainingcourse.com/education/wp-content/uploads/2014/08/080114_0253_AssetLiabil3-250x145.png 250w, https://financetrainingcourse.com/education/wp-content/uploads/2014/08/080114_0253_AssetLiabil3-300x174.png 300w, https://financetrainingcourse.com/education/wp-content/uploads/2014/08/080114_0253_AssetLiabil3.png 529w" sizes="(max-width: 480px) 100vw, 480px" title="ALM training for board & ALCO members."/>

Liability Allocation Strategy for rising Interest Rates - ALM Analysis and Strategy

Asset Liability Management Risk

Asset liability mismatch – NII, Earnings, gaps, asset & liability sensitivity

July 31, 2014September 14, 2017

4 mins read

Asset Liability mismatch. NII, positive negative gap, asset liability sensitivity. […]