CU2408. Breaking Down ALM to Build It Back Up

"All models are wrong, some are useful." This quote is especially true when managing balance sheets that are full of unlike cash flows. In this session we will discuss the known pitfalls in appropriately managing a balance sheet and discuss some best practices for overcoming them. 

Learning Objectives:

• Analyze the scope of key financial metrics (yield, duration, beta, decay, etc.)
• Identify a base-level understanding of balance sheet management