Asset-liability management (ALM) refers to the processes that manage the mismatch risk between assets and liabilities. In this book, we focus on ALM risk in banks and, more specifically, ALM risk in the banking book.

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Introduction

  • Fidelio Tata

摘要

Asset-liability management (ALM) refers to the processes that manage the mismatch risk between assets and liabilities. In this book, we focus on ALM risk in banks and, more specifically, ALM risk in the banking book.