CHAPTER TEN
Managing Market Risk—Banks’ Investment Portfolio
CHAPTER STRUCTURE
Section II Measuring Market Risk with VaR
Section III Banks’ Investment Portfolio in India—Valuation and Prudential Norms
KEY TAKEAWAYS fROM THE CHAPTER
- Understand the primary objectives of banks’ investments.
- Know the functions of the bank treasury.
- Learn about conventional and contemporary treasury products.
- Understand risks associated with the treasury.
- Learn some tools for market risk measurement such as the VaR and the Expected Shortfall (ES), and how international regulations use them.
SECTION I
BASIC CoNCEPTS
We have seen in the chapter ...
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