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What is Asset/Liability Management Techniques Overview about?
Chapter 5 provides an overview of asset/liability management (ALM) techniques for managing interest rate risk, including the interest rate gap, duration gap, and simulations. It discusses how changes in interest rates affect bank earnings and the importance of measuring asset and liability sensitivity. The chapter also highlights the correlation between interest rate risk, credit risk, and liquidity risk, emphasizing the challenges banks face in a fluctuating interest rate environment.
- Author
- thuyanhtran.988
- Language
- EN