4. Asset/Liability Management

  1. Benton E. Gup

Published Online: 6 DEC 2011

DOI: 10.1002/9781118266663.ch4

Banking and Financial Institutions: A Guide for Directors, Investors, and Counterparties

Banking and Financial Institutions: A Guide for Directors, Investors, and Counterparties

How to Cite

Gup, B. E. (2011) Asset/Liability Management, in Banking and Financial Institutions: A Guide for Directors, Investors, and Counterparties, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118266663.ch4

Publication History

  1. Published Online: 6 DEC 2011
  2. Published Print: 25 JUL 2011

ISBN Information

Print ISBN: 9780470879474

Online ISBN: 9781118266663

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Keywords:

  • asset/liability management;
  • interest rate risk;
  • asset liability management committee;
  • net interest margin;
  • market value

Summary

This chapter contains sections titled:

  • An Overview of Market Rates of Interest

  • The Effects of Interest Rate Risk on Income and Market Value

  • Managing Interest Rate Spreads

  • Duration Gap and Economic Value of Equity

  • Duration Gap Management Strategies