CoachAsset–liability management (ALM) manages the mismatch between a bank’s assets and liabilities in rates, maturities and currencies. Its central market risk is interest-rate risk in the banking book (IRRBB), measured in value and in earnings.
Quantitative Finance · Glossaire
Qu'est-ce que « Asset–liability management, IRRBB » ?
Aussi appelé : asset--liability management · interest-rate risk in the banking book