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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