Video Highlights
Asset Liability Management and Liquidity Risk
Liquidity Risk
Asset Liability Management Process and Organization
Asset and Liability Management and ALCO Responsibilities
Strategic Analysis and Market Intelligence
Implications of ALM and Interest Rate Risk Management
Interest Rate Risk Management
Interest Rate Risk Management in Banking Book
Interest Rate Risk and Liquidity Gap Analysis
Discussion on Gap Analysis and Interest Rate Earnings
Interest Rate Risk Management and Liquidity Gap Analysis
Key Questions Answered in the Video
What are the implications of the current business cycle on our interest rate earnings and liquidity management?
How can we align our strategies to manage both liquidity risk and interest rate risk effectively?
How can we use duration gap analysis to analyse interest rate risk and the economic value of equity?
How can we use the GAAP model to estimate interest rate earnings and manage risk-sensitive assets and liabilities?
