Duration Gap Analysis

Through these tutorials we are going to understanding and important part of Asset Liability Management i.e. duration analysis.

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 1h 46m | 10 Videos | 67312 Views |   Intermediate| English[Auto-generated]

Duration Analysis (Asset Liability Management):

Asset Liability Management (ALM) a critical function for banks and financial institutions considering the volatility in global markets, changing regulatory environment and new products. Looking into this it has become very important to manage various risks that a business is susceptible to.

Through these tutorials we are going to understanding and important part of Asset Liability Management i.e. duration analysis.

Some of the tutorials contained in the course are as below;

• The concept of duration and modified duration
• The application of formulae for duration and modified duration
• The computation of different types of bonds
• The relationship between duration, yield, coupon, maturity of a bond and thereby comprehend the properties of duration

Target Customers:

• Supervisory Agencies
• Banks
• Mutual Funds
• Brokerage Houses
• Stock Exchanges
• Insurance Companies
• Accountancy Firms
• Law Firms
• Rating Agencies

Pre-Requisites:

• Basic knowledge of risk management and finance concepts

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