ISSN (Print) - 0012-9976 | ISSN (Online) - 2349-8846

Portfolio RiskSubscribe to Portfolio Risk

Issues in Asset Liability Management - VII

Market determination of interest rates often leads to volatility which has particular relevance to management of the interest rate risk in general and management of fixed income portfolios in particular. Given the size of bank portfolios, volatility of interest rates and need for rigorous performance evaluation, appropriate management accounting systems are essential.
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