Asset-liability management: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson m (Category added 9/10/13 and spacing) |
imported>Doug Williamson (Link with new Guide to risk management page & remove link to old Risk management page.) |
||
| Line 8: | Line 8: | ||
== See also == | == See also == | ||
* [[Interest rate risk]] | * [[Interest rate risk]] | ||
* [[ | * [[Guide to risk management]] | ||
[[Category:Manage_risks]] | [[Category:Manage_risks]] | ||
Revision as of 11:55, 27 October 2014
(ALM).
An approach to risk management which analyses an organisation's assets and liabilities as a combined portfolio.
Asset-liability management is particularly concerned with the management of interest rate risk, taking account of the expected impact of interest rate changes both on assets and on liabilities, and also taking account of the relationships between the expected impact on the assets and the expected impact on the liabilities.
