ALM – Yield Curve Sensitivity
Webinar Date: November 10, 2016

Headlines for fixed income markets have centered on monetary policy and interest rates since the Great Recession. With uncertainty over the changing global economic landscape and the effect on domestic markets, understanding your institution’s sensitivity to the shape and slope of the yield curve is critical to managing your balance sheet’s risk position in any market rate environment. Navigating a complex financial landscape can be a formidable task. Through layers of sensitivity testing, you can isolate the various components of interest rate risk and determine their individual impact to earnings and capital value. With a deeper understanding of the many facets of interest rate risk, building robust balance sheet strategies that maximize the risk-return tradeoff becomes more intuitive

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