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

  Рет қаралды 22,877

AnalystPrep

AnalystPrep

Күн бұрын

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: 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.

Пікірлер: 10
@mphys5370
@mphys5370 Жыл бұрын
Your statement at 13:30, just shows how the world has changed!!!
@davyou5721
@davyou5721 Жыл бұрын
Great content. I passed the exam years ago and have been in banking for years. But the interest rate risk is still very important and tricky topic. Love your lecture!
@analystprep
@analystprep Жыл бұрын
Congratulations on passing the exam! If you like our video lessons, it would be appreciated if you could take 2 minutes of your time to leave us a review here: trustpilot.com/review/analystprep.com
@davyou5721
@davyou5721 Жыл бұрын
@@analystprep Absolutely happy to do it.
@davyou5721
@davyou5721 Жыл бұрын
@@analystprep Done.
@vaquezartup365
@vaquezartup365 Жыл бұрын
Thankyou sir for that tutorial👏👏
@tamannapancholia8697
@tamannapancholia8697 Жыл бұрын
Thank you Professor
@analystprep
@analystprep Жыл бұрын
You're very welcome! If you like our video lessons, it would be appreciated if you could take 2 minutes of your time to leave us a Google review using this link: g.page/r/CQIlM78xSg01EB0/review
@HedgeConnectFX
@HedgeConnectFX 3 ай бұрын
Please send links for online duration calculators for loans, liabilites etc. please
@Notrolling88
@Notrolling88 8 ай бұрын
🍏🍏💚
Illiquid Assets (FRM Part 2 2023 - Book 4 - Chapter 19)
31:01
AnalystPrep
Рет қаралды 4,4 М.
Stay on your way 🛤️✨
00:34
A4
Рет қаралды 6 МЛН
Slow motion boy #shorts by Tsuriki Show
00:14
Tsuriki Show
Рет қаралды 8 МЛН
Amazing weight loss transformation !! 😱😱
00:24
Tibo InShape
Рет қаралды 51 МЛН
Why did Silicon Valley Bank Fail?
14:28
FinanceAndEconomics
Рет қаралды 4,4 М.
ALM 101 Webinar
58:03
McQueen Financial Advisors, Inc.
Рет қаралды 2,1 М.
Valuation in Four Lessons | Aswath Damodaran | Talks at Google
1:01:30
Talks at Google
Рет қаралды 1,6 МЛН
Michael Porter: Aligning Strategy & Project Management
1:09:23
Stern Strategy Group: Speaking & Advisory and PR
Рет қаралды 604 М.
What Rising Treasury Yields Mean for the Economy
18:08
The Plain Bagel
Рет қаралды 357 М.
Asset Liability Management optimisation - part 1
39:52
Beata Lubinska
Рет қаралды 7 М.
Liquidity Stress Testing (FRM Part 2 2023 - Book 4 - Chapter 9)
39:23