ASSET-LIABILITY MANAGEMENT SYSTEM

Apr 12, 2013

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ASSET-LIABILITY MANAGEMENT SYSTEM

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ASSET-LIABILITY MANAGEMENT SYSTEM

ASSET-LIABILITY MANAGEMENT SYSTEM. ALM. Presented by c.s.balakrishnan. WHY ALM?. Globalisation of financial markets. Deregulation of Interest Rates. Multi-currency Balance Sheet. Prevalance of Basis Risk and Embedded Option Risk.

1.67k views • 33 slides

Module III: Asset-Liability Management

Module III: Asset-Liability Management. Week 7 – February 23, 2006. Risk Management. Measure and manage sources of variation in value or cash flows from Interest rates Exchange rates Input and product prices Unexpected casualty losses Several approaches are available

707 views • 42 slides

Asset&Liability Management

Asset&Liability Management. The Concept of Duration and Managing A Bank’s Duration Gap. 7-2. The Concept of Duration. Duration is the weighted average maturity of a promised stream of future cash flows. 7-3. To Calculate Duration. 7-4. Price Sensitivity of a Security. 7-5.

417 views • 10 slides

Asset Liability Management in Banks

Asset Liability Management in Banks. Components of a Bank Balance Sheet . Banks profit and loss account. A bank’s profit & Loss Account has the following components: Income: This includes Interest Income and Other Income.

2.58k views • 29 slides

Asset/Liability Management Day 4

Asset/Liability Management Day 4. Equity Valuation, Duration, EVE, Deposit Betas, & Hedging . Equity Valuation Focus. Basic fixed income security valuation rule: Rates rise  value falls Rates fall  value rises M arket value of equity

445 views • 27 slides

Asset Liability Management in Insurance Companies.

10-Dec-12. Asset Liability Management in Insurance Companies. What is ALM?.

1.58k views • 18 slides

Asset/Liability Management

Asset/Liability Management. William F. Sharpe STANCO 25 Professor of Finance, Emeritus Stanford University www.wsharpe.com. A Hypothetical Plan’s Funded Status. S&P500 Plans’ Funded Status. Vote. The Defined Benefit system is a mess True Sort of true Sort of false False.

852 views • 65 slides

BANK 501 ASSET AND LIABILITY MANAGEMENT

BANK 501 ASSET AND LIABILITY MANAGEMENT. WEEK 8 FOREIGN EXCHANGE RISK Sounders and Cornett (2006), Chp 15. FOREIGN EXCHANGE RISK. Because of the globalization of the financial services industry FIs are increasingly exposed to foreign exchange risk

585 views • 36 slides

BANK 501 - ASSET AND LIABILITY MANAGEMENT

BANK 501 - ASSET AND LIABILITY MANAGEMENT. WEEK 11 SOVEREIGN RISK Saunders and Cornett (200 6 ) Chp. 28. Introduction . In 1970s: Expansion of loans to Eastern bloc, Latin America and other LDCs.

516 views • 34 slides

An Asset/Liability Management Overview

An Asset/Liability Management Overview. What Is Asset/Liability Management?. Also known as asset-liability management, gap management Activity usually run in a Treasury Department of a bank Managed weekly or biweekly by a committee

432 views • 11 slides

BANK 501 ASSET AND LIABILITY MANAGEMENT

BANK 501 ASSET AND LIABILITY MANAGEMENT. WEEK 2 Risk Management for Changing Interest Rates: Asset-Liability Management and Duration Techniques Rose and Hudgings (20 10 ) Chp. 7. Key Topics. Asset, Liability, and Funds Management Market Rates and Interest-Rate Risk

764 views • 33 slides

ASSET-LIABILITY MANAGEMENT SYSTEM

ASSET-LIABILITY MANAGEMENT SYSTEM. ALM. Dr. Sanjay Kavishwar Dean – Academics & Admissions Tirpude’s DMSR. WHY ALM?. Globalisation of financial markets. Deregulation of Interest Rates. Multi-currency Balance Sheet. Prevalance of Basis Risk and Embedded Option Risk.

614 views • 32 slides

ASSET LIABILITY MANAGEMENT

ASSET LIABILITY MANAGEMENT. Generic Income Statement Of Fin. Inst. IR= r * TA IE= c * TL r = weighted average interest rate (yield) earned on assets c = weighted average interest rate (yield) paid on liabilities. Cost of funds.

276 views • 8 slides

Asset Liability Management models in Prophet

Asset Liability Management models in Prophet. ALS versus Global Strategy library. Lenka Miczova Legal & General, UK October 2013. CONTENTS. Introduction ALM models Prophet Simple ALM models Where (ALM) models enter MCEV, S2 formulas Global & Asset library versus ALS

3.26k views • 39 slides

Asset Liability Management in Banks

Asset Liability Management in Banks. Components of a Bank Balance Sheet. Banks profit and loss account. A bank’s profit & Loss Account has the following components: Income: This includes Interest Income and Other Income.

861 views • 29 slides

Asset-Liability Management

CHAPTER SIX Asset-Liability Management: Determining and Measuring Interest Rates and Controlling a Bank’s Interest-Sensitive And Duration Gaps.

559 views • 31 slides

Asset Liability Management

Asset Liability Management. Pre-Financial Sector Reforms (1991). Geographical spread of Bank branches Directed Investments / Credit Programs Administered Rates of Interest Accrual based accounting Problems of Recovery of Loans Deterioration in Quality of Assets /Loans Erosion of Profits

849 views • 44 slides

ASSET LIABILITY MANAGEMENT (ALM)

ASSET LIABILITY MANAGEMENT (ALM). History of bank failures in US. 2012 - 23 2011 - 89 2010 - 157 2009 - 140. Components of a Bank Balance sheet. Contingent Liabilities. Business Risks. Operational Risk Credit Risk Market Risk Liquidity Risk Interest Rate Risk Foreign Exchange Risk

1.6k views • 48 slides

Asset management System

Asset management is a process for tracking and monitoring a companyu2019s fixed and/or moveable assets for financial accounting, preventive maintenance, and theft deterrence purposes. Enquiry now a free demo: http://brilliantwms.com/lp/ Visit Us: http://brilliantwms.com/

110 views • 6 slides

Asset and Liability Management

Asset and liability management (ALM) is a financial term whose meaning has evolved over the period along with the growth of the financial structures in the country.

114 views • 6 slides

Asset & Liability Management

Asset & Liability Management. Introduction. What is ALM about ?. Liquidity Interest rate risk (in the main portfolio, not in trading books) Balance sheet management. Balance Sheet Management. Capital Funding Bond issues Deposit pricing Portfolio Composition Securitisation

678 views • 55 slides

Asset Management System

Welcome to our comprehensive guide on Asset Management Systems. In this PDF, we delve into the critical role of asset management in businesses and explore how implementing an efficient Asset Management System can unlock numerous benefits, improve operational efficiency, and drive long-term success.

198 views • 8 slides

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ASSET-LIABILITY MANAGEMENT SYSTEM

ASSET-LIABILITY MANAGEMENT SYSTEM

Presentation Transcript

ASSET-LIABILITY MANAGEMENT SYSTEM

Module III: Asset-Liability Management

Asset&amp;Liability Management

Asset Liability Management in Banks

Asset/Liability Management Day 4

Asset Liability Management in Insurance Companies.

Asset/Liability Management

BANK 501 ASSET AND LIABILITY MANAGEMENT

BANK 501 - ASSET AND LIABILITY MANAGEMENT

An Asset/Liability Management Overview

BANK 501 ASSET AND LIABILITY MANAGEMENT

ASSET-LIABILITY MANAGEMENT SYSTEM

ASSET LIABILITY MANAGEMENT

Asset Liability Management models in Prophet

Asset Liability Management in Banks

Asset-Liability Management

Asset Liability Management

ASSET LIABILITY MANAGEMENT (ALM)

Asset management System

Asset and Liability Management

Asset &amp; Liability Management

Asset Management System

Asset&Liability Management

Asset & Liability Management