interest-sensitive-gap-management

  1. Nicole Seaman

    P2.T8.20.18. Asset-Liability Management and Duration Techniques (Rose Ch.7)

    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...
    • Nicole Seaman
    • Thread
    • asset-liability-management duration-gap-management duration-techniques interest-rate-risk interest-sensitive-gap-management net-interest-margin
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    • Forum: FRM® Practice Questions
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