Risk Management for Changing Interest Rates: Asset-Liability Management and Duration Techniques скачать в хорошем качестве

Risk Management for Changing Interest Rates: Asset-Liability Management and Duration Techniques

For FRM (Part I & Part II) video lessons, study notes, question banks, mock exams, and formula sheets covering all chapters of the FRM syllabus, click on the following link: https://analystprep.com/shop/unlimite... AnalystPrep is a GARP-Approved Exam Preparation Provider for FRM Exams After completing this reading, you should be able to: Discuss how asset-liability management strategies can help a bank hedge against interest rate risk. Describe interest-sensitive gap management and apply this strategy to maximize a bank’s net interest margin. Describe duration gap management and apply this strategy to protect a bank’s net worth. Discuss the limitations of interest-sensitive gap management and duration gap management.