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 · Begrippenlijst
Wat is Asset–liability management, IRRBB?
Ook bekend als: asset--liability management · interest-rate risk in the banking book