Interest Rate Risk Management: Internal and External Hedging (Excel)

How can banks protect themselves against interest rate risk? This video considers two main strategies of risk management regarding net interest income and economic value of equity exposures, namely internal and external hedging. We will discuss how a bank can utilise asset and liability management or interest rate swaps to immunise itself against potential interest rate movements.
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[@NEDLeducation]

You can find the spreadsheets for this video and some additional materials here: drive.google.com/drive/folders/1sP40IW0p0w5IETCgo464uhDFfdyR6rh7
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[@forextrader6717]

Лучший. Просто лучший и нет аналогов на ютубе. Буду постепенно смотреть все плейлисты, расставлять все по полочкам в своей голове. Спасибо тебе за проделанную работу!

[@samuelmundia320]

Great tutorial...Kindly do a video where convexity risk is considered...thanks a lot..

[@NEDLeducation]

We will definitely do more videos on risk management when we return to this topic, including a deeper discussion of convexity. Thanks for the suggestion!

[@alpserbetli6219]

why did u multiply insensitive assetes and liabilities with duration generated via whole asset and liabilities ? isnt that true that only sensitive assets may change if IR changes.