Critically evaluate the risk measurement techniques used by banks in their asset and liability management (ALM) activities.

Explain the concept of the yield curve for bonds.
Explain why it is important for bankers to know about its shape or slope.
Critically evaluate the main theories of the term structure of interest rates. (word limit 500 words) (25 marks)

Name the theories/underline main key assumptions
Best theory and why?
Use ‘We’ when typing

2. Critically evaluate the risk measurement techniques used by banks in their
asset and liability management (ALM) activities. (word limit 500 words) (25 marks)

critically evaluate: adv/disav? How do you compare them? Similarities

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