| The set includes: the full unrestricted, ad-free video access, all related spreadsheets, the course printout, the course outline, the quiz, the course summary. | USD 99.00 / year |
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Asset/Liability Management – All chapters
Chapter 1 reviews general notions of interest rate risk in the banking book, before describing the concept of repricing gaps and the use of a gap report to quantify and manage this risk via the so-called repricing model.
Target audience: Traders, risk managers, sales force, financial control and audit
Prerequisite required:
– Bond Fundamentals
– Interest Rate Forwards & Swaps
– Interest Rate Options
Prerequisite recommended:
– Value at Risk
