
Successful Bank Asset/Liability Management
* Full discussions of interest rate exposures not measured by gap,but of vital interest to institutions and regulators alike: basisrisk (the difference in the change of interest rates betweeninstruments of identical maturities) and imbedded options (loanpayoffs and early deposit withdrawals)
* Helpful and informative insights from leading A/L managementpractitioners, consultants, and software developers
Whether you're involved with a commercial bank, savings and loanassociation, or credit union, you can't afford to ignore the gap inyour institution's risk defenses any longer. Put the "virtuosos ofrisk management" to work today.
- Undertittel
- A Guide to the Future Beyond Gap
- Forfatter
- John W. Bitner, Robert A. Goddard
- ISBN
- 9780471527312
- Språk
- Engelsk
- Vekt
- 567 gram
- Utgivelsesdato
- 16.7.1992
- Forlag
- John Wiley Sons Inc
- Antall sider
- 288
