Structure Risikomanagement

 Structure Risikomanagement Research Conventional paper

Structural Risikomanagement

(Asset/Liability Management) (ALM)

|Section |Topic |Page | |7000 |Executive Summary…………………………………………… | 7-2 | |7100 |Legislative Summary………………………………………….. | 7-3 | |7200 |Policy……………………………………………………………. | 7-5 | |7201 |Asset/Liability Management Philosophy…………………….. | 7-6 | |7202 |Balance Bed sheet Mix…………………………………………….. | 7-7 | |7203 |Managing Liabilities…………………………………………… | 7-9 | |7204 |Managing Assets………………………………………………. |7-13 | |7205 |Pricing…………………………………………………………… |7-14 | |7206 |Terms……………………………………………………………. |7-15 | |7207 |Interest Level Risk……………………………………………… |7-16 | |7208 |Matching Maturities……………………………………………. |7-17 | |7209 |Foreign Currency Risk………………………………………… |7-18 | |7210 |Financial Derivatives…………………………………………... |7-19 | |7300 |Planning………………………………………………………… |7-21 | |7400 |Risk Measurement and Table Reporting…………………… |7-22 | |7401 |Mix and Yields…………………………………………………. |7-25 | |7402 |Growth………………………………………………………….. |7-26 | |7403 |Financial Margin……………………………………………….. |7-27 | |7404 |Interest Rate Risk Measurement…………………………….. |7-28 | |7405 |Monitoring Derivatives………………………………………… |7-35 | |7500 |Risk Management……………………………………………… |7-36 | |7501 |Reliance about Qualified and Competent Personnel and Volunteers |7-37 | |7502 |Managing Interest Rate Risk… ……………………………… |7-38

Exec Summary

The goal of asset/liability management (ALM) is to properly deal with the risk relevant to changes in interest levels, the mix of balance sheet resources and debts, the holding of foreign exchange, and the utilization of derivatives. These risks should be managed in a fashion that contributes properly to profits and limitations risk to the financial margin and affiliate equity.

Appropriate management of asset/liability risk is facilitated through plank approved coverage, which units limits about asset and liability mixture, as well as the amount of interest rate risk and money risk that the credit rating union is usually willing to uncover itself. Plan should also placed guidelines for the costs, term and maturity of loans and deposits. The use of derivatives, if any, should also be managed by insurance plan, which should state among other things that derivatives need to only be used to limit...

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