
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.
- Undertitel
- A Guide to the Future Beyond Gap
- Författare
- John W. Bitner, Robert A. Goddard
- ISBN
- 9780471527312
- Språk
- Engelska
- Vikt
- 567 gram
- Utgivningsdatum
- 1992-07-16
- Förlag
- John Wiley Sons Inc
- Sidor
- 288
