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With the basics out of the way, it is time to focus on the key ALM techniques. We will discuss the following analytical frameworks being used to identify, measure and manage interest rate risk: The economic value and the earnings perspective, funds transfer pricing (FTP), treatment of non-maturity products (NMP) and the replication model.

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ALM Techniques

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  • 发表日期：

    2025年

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  • Fidelio Tata

摘要

With the basics out of the way, it is time to focus on the key ALM techniques. We will discuss the following analytical frameworks being used to identify, measure and manage interest rate risk: The economic value and the earnings perspective, funds transfer pricing (FTP), treatment of non-maturity products (NMP) and the replication model.