Managing Market Risk—Banks’ Investment Portfolio
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.
We have seen in the chapter ...