CHAPTER TWELVE
Managing Interest Rate and Liquidity Risks
CHAPTER STRUCTURE
Section I The Changing Face of Banking Risks
Section II Asset Liability Management
Section III Interest Rate Risk Management
Section IV Managing Interest Rate Risk with Interest Rate Derivatives
Section V Liquidity Risk Management and Basel III
Section VI Applicability to Banks in India
Annexures I, II, III, IV, V, VI (Case study)
KEY TAKEAWAYS FROM THE CHAPTER
- Understand why risk management is important for banks.
- Understand sources of asset liability risk, interest rate risk and liquidity risk.
- Learn how interest rate risk is managed.
- Learn how interest rate derivatives work.
- Learn how liquidity ...
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