interest-rate-risk

Hi - New to the forum, so not entirely certain of the format here. I have a question: Forward interest rates are indicative of the market's expectation. They are weak predictors of the future, but they tell us an idea of how the market feels about interest rates in the future. If I have a 10...

Learning objectives: Discuss how asset-liability management strategies can help a bank hedge against interest rate risk. Describe interest-sensitive gap management and apply this strategy to maximize a bank’s net interest margin. Describe duration gap management and apply this strategy to...