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Frontiers of Risk Management, Volume I
book

Frontiers of Risk Management, Volume I

by Dennis Cox
July 2018
Intermediate to advanced content levelIntermediate to advanced
256 pages
6h 22m
English
Business Expert Press
Content preview from Frontiers of Risk Management, Volume I

CHAPTER 6

Treasury and Asset/Liability Management

Thomas Day

SunGard BancWare

Introduction

The demand of today’s marketplace requires a more proactive and integrated view of balance sheet risks and returns. Given the market’s relentless pursuit for the most efficient and productive use of capital, measuring the efficiency of capital utilization subject to a firm’s consolidated risk and return appetite remains of utmost importance for banks of all sizes. This drive toward improved enterprise risk measurement and governance is not happening in isolation, nor is it merely a response to government policy or compliance mandates. Markets are becoming more liquid, and portfolios, positions and the idiosyncratic attributes of portfolios are becoming ...

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Publisher Resources

ISBN: 9781947098473