- Full discussions of interest rate exposures not measured by gap, but of vital interest to institutions and regulators alike: basis risk (the difference in the change of interest rates between instruments of identical maturities) and imbedded options (loan payoffs and early deposit withdrawals)
- Helpful and informative insights from leading A/L management practitioners, consultants, and software developers
Selecting and Implementing an Asset/Liability Model.
Developing an Asset/Liability Management Policy.
Identifying and Measuring the Risks.
Managing Interest Rate Risk.
Interest Rate Forecasting.
Conducting a Self–Analysis.
Asset/Liability Management in Action.
Words of Wisdom.