Pratt's Bank Asset/Liability Management

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ISBN: 9780769877563
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Bank Asset/Liability Management helps asset/liability managers face the challenge of keeping pace with industry changes as new areas of risk are identified and new tools and models are developed to help measure and manage risk.
Among the topics covered are:
• Defining and quantifying interest rate risk
• Using gap analysis and its limitations
• Duration analysis—how to use it, and its disadvantages
• Income simulation analysis
• Economic value sensitivity analysis
• A/L management goals, policies, procedures, and systems
• Managing interest rate risk by focusing on investments
• Methods for effective back-testing
• Optimizing the loan and investment mix
• Market value of portfolio equity
• Dealing with administered rates, uncertain maturities, hidden options, and more!
An editorial board consisting of experts in the field of asset/liability management provides the information and analysis to keep you informed on the latest developments and ongoing issues in this vital area.

The eBook version of this title features links to Lexis Advance for further legal research options.

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