"Asset Liability Management, the practice of matching the term structure and cash flows of an organization's asset and …. As a result, the role of the ALM unit has to constantly evolve, extending beyond the risk management field. On top of the … promotes active management of the banking book through optimization techniques presented in the book that effectively combine …

This сhapter focuses on the assessment and management of ALM risks: liquidity risk and interest-rate risk. The first … risk management, as well as scenarios for stress testing of liquidity risk. The second part focuses on the concept and … types of interest-rate risk, the methods of evaluation (metrics) and approaches to its management. In the conclusion …

. Interest rate volatility has increased dramatically over the past twenty-five years and for that an efficient management of … an asset-liability management. Then the articles takes a short look at methods for measuring interest rate risk and after …