O'Reilly logo

Asset and Liability Management: The Banker’s Guide to Value Creation and Risk Control, Second Edition by Youssef F. Bissada, Jean Dermine

Stay ahead with the world's most comprehensive technology and business learning platform.

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, tutorials, and more.

Start Free Trial

No credit card required

Stage 15. The Control of Interest Rate Risk (3): The Economic Value at Risk

In previous stages, we have analysed the impact of interest rates on the net interest margin of e-Bank.

Here, we provide an alternative and complementary measure of interest rate risk: the economic value at risk.

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, interactive tutorials, and more.

Start Free Trial

No credit card required