Bank Asset and Liability Management

Created for banking and finance professionals with a desire to expand their management skillset, this book focuses on how banks manage assets and liabilities, set up governance structures to minimize risks, and approach such critical areas as regulatory disclosures, interest rates, and risk hedging.

An in-depth look at how banks and financial institutions manage assets and liabilities Created for banking and finance professionals with a desire to expand their management skillset, this book focuses on how banks manage assets and liabilities, set up governance structures to minimize risks, and approach such critical areas as regulatory disclosures, interest rates, and risk hedging. It was written by the experts at the world-renowned Hong Kong Institute of Bankers, an organization dedicated to providing the international banking community with education and training. Explains bank regulations and the relationship with monetary authorities, statements, and disclosuresConsiders the governance structure of banks and how it can be used to manage assets and liabilitiesOffers strategies for managing assets and liabilities in such areas as loan and investment portfolios, deposits, and fundsExplores capital and liquidity, including current standards under Basel II and Basel III, funding needs, and stress testingPresents guidance on managing interest rate risk, hedging, and securitization