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What is Asset-Liability Management Techniques about?
Chapter 7 discusses risk management related to changing interest rates, focusing on asset-liability management and duration techniques. It includes various calculations regarding net interest margins, interest-sensitive gaps, and the impact of interest rate changes on net worth for different banks. The chapter also presents problems related to yield to maturity, discount rates, and duration gaps to illustrate the concepts discussed.
- Author
- newj4646
- Language
- EN