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 asset-liability management Techniques for protecting a firm's solvency in the context of accrual accounting.
bond Securitized debt.
compounding Simple, compound and continuously compound interest.
duration
and convexity Factor sensitivities often used in
asset-liability management.
financial
risk management Practices by which a firm optimizes the
manner in which it takes financial risk.
fixed income
term structure Refers collectively to a spot curve, forward curve,
discount curve, yield curve or any other curve that describes the time value of
money at a particulate point in time.
gap analysis
A technique of asset-liability management used to assess interest rate risk or
liquidity risk.
Interest rate risk
Risk due to uncertain future interest rates.
interest rate
spreads Spreads between two interest rates.
liquidity
Used in various senses, all relating to availability of, access to, or
convertibility into cash.
par value A
stated value for a security.
return Any of a number of metrics for the
change in an asset's or portfolio's accumulated value
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