Course Details
Price
- Non Print version – $27.99
- Print version – $29.99
- EXCEL Example – $19.99
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| Course Title |
Buy Print or Non Print Version |
| Asset Liability Management – Crash Course | |
| Asset Liability Management – Crash Course – EXCEL Examples |
Course Contents
1. Introduction
2.Duration and Convexity
3. Value at Risk (VaR)
- Variance Covariance Approach
- Historical Simulation Method
4. ALM Risk Measurement Tools
- Fall in Market Value of Equity
- Earnings at Risk
- Cost to Close
- Rate Sensitive Gap
- Price Sensitive Gap
- Liquidity Gap
- Net Interest Income (NII) at Risk
- Duration Gap Analysis
5. Applications
- Bank
- Duration matching/ immunization
- Pension Funds and Insurance
- Portfolio dedication
6. Other Liquidity Risk Measurement Tools
- Setting limits for liquidity risk
- Cash flow mismatch or gap limits
- Maturity Limits
- Target Liquid Reserves
- Concentration Limits
- Contingent liability limit
- Review
- Exception handling
- Contingency Funding Plan
- General requirements for a liquidity contingency plan
- Specific requirements for a liquidity contingency plan
- Liquidity enhancement tactics
- For Systemic crisis
- For company specific crisis
7. Liquidity Management
- Liquidity Ratios and Analysis
- Current Ratio
- Quick Ratio
- Unused lines of credit
- Borrowing/ Debt-to-Equity Ratio
- Net Working Capital Ratio
- Loan-to-Deposit Ratio
- Loan- to- Asset Ratio
Number of pages
40
File Size
1.41 MB