ALM 101: Introduction to Asset/Liability Management – Part 2: Interest Rate Risk – Earnings at Risk
Abrigo
FEBRUARY 24, 2022
As described in the first post of this series , a key component of effective asset/liability management (ALM) is managing risks. ALM 101: Introduction to Asset/Liability Management. Takeaway 3 Two methods of measuring short-term interest rate risk are a gap analysis and, more commonly, an income simulation. Earnings at Risk.
Let's personalize your content