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Sovereign Asset and Liability Management: An E-Learning Training Course
I. Balance Sheet Risks
I.i. Currency Matching
I.ii. Interest Rate Matching
I.iii. Maturity Matching
I.iv.Derivatives
II. Methodologies
II.i. Initial Methodologies
II.ii. Advanced Methodologies
Conclusion
Bibliography
Glossary
Contact

Advanced Methodologies

Advanced methodologies within the SALM framework may include: The Mean-Variance Approach, The Value-at-Risk Method, The Cost-at-Risk Method, and Contingent Claims Approach.

For more information on these methodologies and implementation, please see the following reports:

 

 

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