Asset-liability management: Difference between revisions
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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. | 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. | ||
== See also == | == See also == | ||
* [[Interest rate risk]] | * [[Interest rate risk]] | ||
* [[Risk management]] | * [[Risk management]] | ||
[[Category:Manage_risks]] | |||
Revision as of 13:47, 9 October 2013
(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.
