The Asset Liability Management (ALM) Crash course starts off with basic and core concepts and quickly delves into core tools including Gaps, Earnings at Risk and Cost to close reports. In addition to the traditional mismatch focus, the course also includes a short section on Liquidity Management as well as a related concepts section with relevant equations and ALM formulae.

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Introduction – ALM

Asset Liability Management – Introducing ALM

Asset Liability Management (ALM) Core Concepts

Interest Rate Risk: Duration, Macaulay Duration and Modified Duration

Interest Rate Risk: Convexity approximation

Asset Liability Management – Rate Sensitive Gaps, Earnings at Risk, Cost to Close and MVE Analysis

Asset Liability Management – Other ALM Tools and Applications –

Liquidity Management and ALM

Master Course: Liquidity Management: Liquidity Risk

Master Course: Liquidity Management Crash Course: Liquidity Limits

Master Course: Liquidity Management: Liquidity Contingency Funding Plan

Asset Liability Management (ALM) – Related Concepts

Master Class: Calculating Value at Risk (VaR): Course Guide

Duration, Convexity and Asset Liability Management – Calculation reference