Successful Bank Asset/Liability Management - A Guide to the Future Beyond Gap (Hardcover)

If your institution's like most and your gap position (the difference between the repricing periods of a bank's assets and liabilities) is the only interest rate risk you currently measure - then you should be warned: the regulators are coming. New banking regulations require that you keep a close eye not only on gap, but also on other key risks, less obvious on the balance sheet, such as basis risk and imbedded options. Simple gap analysis just isn't enough anymore. And that's just the beginning of what regulators are now asking for. But - even though the array of available sophisticated simulation models and financial tools is bewildering - you needn't worry thanks to this remarkable how-to guide from two leading authorities of the asset/liability management world. Step by step, Bitner and Goddard take you through a concise history of asset/liability management science since the early '80s to help orient newcomers to the field; comprehensive guide to jump-starting an asset/liability management program, including organizing an A/L management committee, writing an interest rate management policy (that states your interest rate risk exposure parameters), and selecting the best risk modeling system; comprehensive arsenal of techniques for identifying, measuring, and managing interest rate risk, including critical forecasting and self-analysis methods that ensure your institution stays on track; total framework for integrating your asset/liability management processes and putting them into action; and helpful section of advice and insights from leading A/L management practitioners. With a record number of failed or failing banks and thrifts on their hands, the regulator's vigilance hasnever been greater. That's why your financial institution needs to identify and measure the impact of a broad range of interest rate movements on its earnings and net value - and why you need Successful Bank Asset/Liability Management.

General

Imprint:	John Wiley & Sons
Country of origin:	United States
Release date:	July 1992
First published:	1992
Authors:	JW Bitner
Dimensions:	234 x 157 x 27mm (L x W x T)
Format:	Hardcover
Pages:	288
ISBN-13:	978-0-471-52731-2
Categories:	Books > Business & Economics > Finance & accounting > Finance > Corporate finance Books > Business & Economics > Finance & accounting > Finance > Banking Books > Business & Economics > Business & management > Management of specific areas > Budgeting & financial management Books > Money & Finance > Banking Books > Money & Finance > Corporate finance
LSN:	0-471-52731-9
Barcode:	9780471527312

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