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An Introduction to Banking: Liquidity Risk and Asset-Liability Management by Moorad Choudhry

An Introduction to Banking: Liquidity Risk and Asset-Liability Management Moorad Choudhry ebook
Publisher: Wiley, John & Sons, Incorporated
Page: 384
Format: pdf
ISBN: 9780470687253

However there is one point that post . So in reality if another bank - which can assess these risks much better than anybody else - won't lend otherwise useless assets to the bank on the shortest possible terms, why would anybody else? The data suggest that financial systems are still overly complex, banking assets are concentrated, with strong domestic interbank linkages, and the too-important-to-fail issues are unresolved. Morgan Investment Management and J.P. Morgan Asset Management fund team combining skills from J.P. An Introduction to Banking: Liquidity Risk and Asset-Liability Management by Moorad Choudhry. Interest Rate Risk Components There are a number of angles from where The basis risk: Furthermore, the interest rate risk exposure can be magnified when imperfect correlation in the adjustment across different interest rate markets of the yields earned and paid, is thus introduced. Most importantly, the banking book generates liquidity and interest rate risks, on which Assets and Liability Management (ALM) focuses. An Introduction to Banking: Liquidity Risk and Asset-Liability Management. A defining characteristic of the recent financial crisis was the simultaneous and widespread dislocation in funding markets, which can adversely affect financial stability in absence of suitable liquidity risk management and policy responses. Asset-Liability Management (ALM) is one of the important tools of risk management in commercial banks of India. Indian banking industry is exposed to number of risk prevailed in the market such as market risk, financial risk, interest rate risk etc. Now as we know on the margins loans create deposits, but as the excellent JKH post shows within the current framework you still have to manage your liabilities mostly within the private sector.