How to perform effective hedging strategies for your balance sheet for Liquidity, IRR & FX gaps
In this webinar we will walk you through an ‘how to’ on using gap analysis to measure both liquidity and interest rate risk.
- Allocating funding/derivatives as hedges and establishing an hedging strategy considering constraints and risk appetite
- Including ‘What-if’ scenarios and assumptions on new volumes
- A practical demonstration of hedging liquidity gaps, interest rate gaps and FX risk gaps.
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