edX
edXAsset Liability Management
385 studentsINTERMEDIATEEnglish
Korshub's take
Interest Rate Risk & Bank Strategy
Interest rate shifts ripple through bank portfolios, reshaping profitability. This course isolates the mechanisms: asset-liability mismatches, Net Interest Income dynamics, market-value effects. You'll master tools like duration and convexity, run stress tests on real exposure scenarios, and link technical analysis to strategic decision-making. Essential for risk professionals and portfolio managers navigating rate uncertainty.
About this course
Evaluate interest rate risk in bank portfolios. ,Analyze asset and liability mismatches. ,Build and interpret NII and MVE models. ,Apply duration and convexity in ALM. ,Conduct stress testing on interest rate exposure.
Price
$1,656
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