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Bank Asset Liability Management (ALM) – A quick review of ALM strategies

Bank Asset Liability Management (ALM) – A quick review of default ALM strategies.

In our last post we looked at a history of US Treasuries yield curve shifts between 1978 and 2010.

We now move to a simplified analysis of the maturity distribution of assets and liabilities on a bank balance sheet in anticipation of expected yield […]

Related posts:

  1. Asset Liability Management – Rate Sensitive Gaps, Earnings at Risk, Cost to Close and MVE Analysis
  2. Asset Liability Management – Fall in Market Value of Equity
  3. Asset Liability Management – Earnings at Risk