Measures and assessment of ALM risks in banks case of Russia

This сhapter focuses on the assessment and management of ALM risks: liquidity risk and interest-rate risk. The first part is devoted to liquidity risk: various types of liquidity risk, its sources, measures, and the principles of liquidity risk management, as well as scenarios for stress testing of...

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Veröffentlicht in:	Risk assessment and financial regulation in emerging markets' banking
1. Verfasser:	Seryakova, Ekaterina (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2021
Schlagworte:	ALM risks > Asset-liability management > Interest-rate risk > Liquidity risk > Management > Stress testing > Aufsatz im Buch
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Beschreibung
Zusammenfassung:	This сhapter focuses on the assessment and management of ALM risks: liquidity risk and interest-rate risk. The first part is devoted to liquidity risk: various types of liquidity risk, its sources, measures, and the principles of liquidity risk management, as well as scenarios for stress testing of liquidity risk. The second part focuses on the concept and types of interest-rate risk, the methods of evaluation (metrics) and approaches to its management. In the conclusion, current challenges in assessing and managing ALM risks are presented.
ISBN:	9783030697471