ASSET-LIABILITY MANAGEMENT IN THE INDIAN BANKS: ISSUES AND IMPLICATIONS Abstract The development of the banking system is always associated with the contemporary changes in the economy. The Indian banking industry has undergone a metamorphosis in the last two decades due to changes in the political, economic, financial, social, legal and technological environments. The mind boggling advances in technology and deregulation of financial markets across the countries created new opportunities, tempting
Words: 6980 - Pages: 28
Asset/Liability Management We look at: interest rate risk in banking book; use of repricing gaps and gap reports to quantify and manage interest rate risk via repricing model review notions of duration and modified duration; describe duration model for quantification and management of interest rate risk Chapter 3: Basle Committee guidelines for measurement and management of interest rate risk Interest risk in banking book Use of repricing gaps and gap reports to quantify and
Words: 1086 - Pages: 5
understand risk management as driven by risk exposure, the R in TRICl( To understand asset-liability management (ALM) as the coordinated management of a bank's on- and off-balance sheet activities driven by interest rate risk and its two components: priee risk and reinvestment risk To undersland accounting and economic measures of ALM performance To understand the duration or maturity imbalance (gap) in banks' balance sheets in terms of rate-sensitive assets (RSAs) and rate-sensitive liabilities (RSLs) To
Words: 6862 - Pages: 28
ASSET - LIABILTY MANAGEMENT IN INDIAN BANKING INDUSTRY DR. ANURAG B SINGH; MS. PRIYANKA TANDON ARTICLE REVIEW Submitted by: Arpit Sharma Roll No. 141 Sec- C Article discusses the issues in asset liability management and elaborates on various categories of risk that need to be managed. It also examines strategies for asset-liability management from the asset side as well as the liability side, particularly in the Indian context. It also
Words: 1548 - Pages: 7
qwertyuiopasdfghjklzxcvbnmqwertyui opasdfghjklzxcvbnmqwertyuiopasdfgh jklzxcvbnmqwertyuiopasdfghjklzxcvb nmqwertyuiopasdfghjklzxcvbnmqwer Internship Report on HSBC tyuiopasdfghjklzxcvbnmqwertyuiopas dfghjklzxcvbnmqwertyuiopasdfghjklzx Submitted To cvbnmqwertyuiopasdfghjklzxcvbnmq wertyuiopasdfghjklzxcvbnmqwertyuio pasdfghjklzxcvbnmqwertyuiopasdfghj Submitted By klzxcvbnmqwertyuiopasdfghjklzxcvbn mqwertyuiopasdfghjklzxcvbnmqwerty uiopasdfghjklzxcvbnmqwertyuiopasdf ghjklzxcvbnmqwertyuiopasdfghjklzxc
Words: 7480 - Pages: 30
Term Paper On Credit Risk Grading Of Non Bank Financial Institution. A Study on IDLC Finance Limited. Submitted To: .......................... Supervisor of Term Paper Committee Faculty of Business Studies Premier University Submitted By: ...................... Student ID: ................ Program: BBA, Major in Finance Department of Business Studies Date of Submission: August 28, 2012 FACULTY OF BUSINESS STUDIES PREMIER UNIVERSITY, CHITTAGONG September 16, 2012
Words: 797 - Pages: 4
Institutional Asset and Liability Management Group Assignment Words counting: Executive Summary The purpose of this report is to critically evaluate that Bank of Queensland’s liquidity and credit risk management during 2000 and 2010. The report first deals with liquidity risk. It starts with analysing liquidity risk by using various ratios such as quick ratio, financing gap etc. It then followed by evaluate the management of liquidity
Words: 3602 - Pages: 15
Asset - Liability Management System in banks - Guidelines Over the last few years the Indian financial markets have witnessed wide ranging changes at fast pace. Intense competition for business involving both the assets and liabilities, together with increasing volatility in the domestic interest rates as well as foreign exchange rates, has brought pressure on the management of banks to maintain a good balance among spreads, profitability and long-term viability. These pressures call for structured
Words: 4813 - Pages: 20
TOOL 4 W An Introduction to Liquidity and Asset-liability Management Monnie M. Biety hen a formerly credit-only microfinance institution (MFI) starts raising voluntary savings and using those deposits to finance the loan portfolio, the liquidity and asset-liability management of the institution becomes more complex. The institution not only has to deal with the fluctuating demand and varying interest rates and terms on loans, but also with erratic deposit demands and withdrawals and changing
Words: 2254 - Pages: 10
Financial Mathematics for Actuaries Chapter 8 Bond Management Learning Objectives 1. Macaulay duration and modified duration 2. Duration and interest-rate sensitivity 3. Convexity 4. Some rules for duration calculation 5. Asset-liability matching and immunization strategies 6. Target-date immunization and duration matching 7. Redington immunization and full immunization 8. Cases of nonflat term structure 2 8.1 Macaulay Duration and Modified Duration • Suppose an investor purchases
Words: 7983 - Pages: 32
