Illya Gerasymchuk profile photo
Illya Gerasymchuk
Financial & Software Engineer

๐Ÿ’งa liquid asset is one with low credit and duration risk

User Illya Gerasymchuk -

2025-07-20 08:52

๐Ÿ’งa liquid asset is one with low credit and duration risk

but the duration of the assets should be compared to the duration of the liabilities - assets are funded by liabilities + equity

duration of assets & liabilities should be as close as possible to minimize duration risk

๐Ÿ’งa liquid asset is one with low credit and duration risk
๐Ÿ’ฌ