Video Highlights

Asset Liability Management and Liquidity Risk12:49

• Liquidity Risk

Asset Liability Management Process and Organization31:41

Asset and Liability Management and ALCO Responsibilities39:21

Strategic Analysis and Market Intelligence51:35

Implications of ALM and Interest Rate Risk Management  55:30

• Interest Rate Risk Management

Interest Rate Risk Management in Banking Book1:03:34

Interest Rate Risk and Liquidity Gap Analysis1:15:58

Discussion on Gap Analysis and Interest Rate Earnings1:22:30

Interest Rate Risk Management and Liquidity Gap Analysis1:28:39

• Duration Gap Analysis
• Gap Analysis

 

• Key Questions

• What are the implications of the current business cycle on our interest rate earnings and liquidity management? 1:00:01
• How can we align our strategies to manage both liquidity risk and interest rate risk effectively? 1:07:13
• How can we use duration gap analysis to analyse interest rate risk and the economic value of equity? 1:17:28
• How can we use the GAAP model to estimate interest rate earnings and manage risk-sensitive assets and liabilities? 1:29:02