This chapter discusses the exposure to sovereign risk of
Compare sovereign risk with credit risk
Discuss the typical forms of sovereign default
Introduce various models of country-risk evaluation
Liability and Liquidity Management
This chapter discusses in details the effective management
of assets and liabilities to avoid the liquidity risk.
The management of liquid assets: balancing the return-risk tradeoff for assets
This chapter explores the problems created by liquidity
risk for depository institutions
causes of liquidity risk
general methods to address liquidity risk
methods of measuring liquidity risk
regulatory mechanisms to co
This chapter discusses :
the functions of capital
different measures of capital adequacy
current capital adequacy requirements
approaches used to calculate adequate capital according to Basel
This chapter discusses the concept of asset
Why banks and other FIs are using this technology to transform
their balance sheets.
Different forms of securitization available to FIs.
The nature and sign