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Quantitative Finance · शब्दावली

Asset–liability management, IRRBB क्या है?

अन्य नाम: asset--liability management · interest-rate risk in the banking book

Definition 24.6 Rates, Credit, XVA and Risk · अध्याय 24 — Liquidity and Funding Risk; Bank Treasury

Asset–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.

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