Asset Liability Management and Value at Risk Test Bank– Quizzes and Case Studies” is now available for sale on the iTunes Store! It uses iPad’s interactive review functionality to measure your progress and understanding of ALM & VaR topics. The book also includes detailed answers and explanation sections with illustrative walkthroughs on how numerical results may be derived using EXCEL.
Easily downloadable to your device it brings high quality content self assessment quizzes and detailed answers & walkthroughs in one neat and affordable package.
Designed for the iPad using Apple’s iBooks Author, “Asset Liability Management and Value at Risk Test Bank” provides a unique learning experience and testing tool for grasping complex ALM & VaR related concepts. Ideal for that quick “test your knowledge” session on your commute to university or work.
Figure 1
- ALM topic quiz covering risk measurement tools.
- VaR topic quiz covering VaR methods and risk management framework.
Figure 2
- Answers with detailed explanations.
Figure 3
- Detailed case study walkthroughs that demonstrate and explain how the questions may be solved in EXCEL.
- VaR case study quiz that tests how VaR is calculated for a portfolio comprising of Gold & Oil.
- ALM case study quiz that tests the concepts of Duration & interest rate sensitivity (IRS)and impact of IRS on shareholders’ equity and net interest income (NII).