13.11.2008 Alm Jan 2008
Slide 22–1. Part IV The Management of Financial Institutions.
CHAPTER12 Introduction to Asset Liability Management What is in this Chapter? INTRODUCTION SOURCES OF INTEREST-RATE RISK Mortgage-backed Securities (MBS)
Copyright © 2004 Pearson Education Canada Inc. Slide 22–1.
Part IV
CHAPTER 12 Introduction to Asset Liability Management What is in this Chapter? INTRODUCTION DURATION GAP SOURCES OF INTEREST-RATE RISK ALM RISK versus.
Credit Monitoring
