Instructions for this Course
FREE PREVIEWAsset-Liability Management Guide
The yield curve
Shape of the yield curve
3 theories explaining the shape of the yield curve
Negative interest rates
Spot rate vs. forward rate
Fixed vs. floating-rate instruments
Interest rate swaps
Basis swaps
Prepayment risk
The burnout effect
Balance sheet type and NII sensitivity
Measuring the rate sensitivity of NII
Securitization and mortgage-backed securities
Collateralized mortgage obligations and collateralized debt obligations
The repo market
Value-at-risk (VaR)
Funds transfer pricing
Exam
Extremely interesting - even though one do not work with the subject. Really great, thank you!
Extremely interesting - even though one do not work with the subject. Really great, thank you!
Read Lesssufficient for some beginners
sufficient for some beginners
Read LessI got to know a good overview and new insights through this good training, well done
I got to know a good overview and new insights through this good training, well done
Read LessWonderful introduction to ALM. This really helps us understand more of the fundamentals of our customers' business.
Wonderful introduction to ALM. This really helps us understand more of the fundamentals of our customers' business.
Read LessVery well explained - specially for people who are not into ALM on a regular basis
Very well explained - specially for people who are not into ALM on a regular basis
Read Less