Study Notes: Rose, Chapter 7: Risk management for Changing Interest Rates

Rose, Chapter 7: Risk management for Changing Interest Rates Study Notes will cover the following learning objectives:

Discuss how asset-liability management strategies can help a bank hedge against interest rate risk.
Describe interest-sensitive gap management and apply this strategy to maximize a bank’s net interest margin.
Describe duration gap management and apply this strategy to protect a bank’s net worth.
Discuss the limitations of interest-sensitive gap management and duration gap management.

After reviewing the notes, you will be able to apply what you learned with practice questions.

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