13.11.2008 Alm Jan 2008
CHAPTER12 Introduction to Asset Liability Management What is in this Chapter? INTRODUCTION SOURCES OF INTEREST-RATE RISK Mortgage-backed Securities (MBS)
Funding Liquidity Risk Advanced Methods of Risk Management Umberto Cherubini
Umberto Cherubini University of Bologna Workshop: Interest Rate Risk Management
CHAPTER 12 Introduction to Asset Liability Management What is in this Chapter? INTRODUCTION DURATION GAP SOURCES OF INTEREST-RATE RISK ALM RISK versus.
Hedgind Demand Deposit Liabilities: Market Conditions, Term Structure of Interest Rates and Risk Management Umberto Cherubini University of Bologna Workshop: