Asset Liability Management Tools
6 mins read This section reviews the following Asset Liability Management (ALM) tools: Price Sensitive Gap Liquidity Gap Net Interest Income (NII) at
Introduction to Asset Liability Management
2 mins read What is the ALM process? What does the ALM process entail? Which risks are managed through the process? In this
ALM reports – Rate Sensitive Gaps, Earnings at Risk, Cost to Close, MVE Analysis
4 mins read ALM reports – a short review A quick review of a number of Asset Liability Management (ALM) reports used by
Duration Convexity Asset Liability Management
2 mins read Duration Convexity and Asset Liability Management What is the relationship between Duration, Convexity and Asset Liability management. Let’s take a
Convexity approximation – Interest Rate Risk
2 mins read Convexity Duration approximates the change in price of an instrument due to changes in the yield. However this approximation tends