Balance Sheet: Volume 8 Issue 3

Interest rate exposure and the Basle proposals

Expresses concern that the Basle proposals do not accord with current UK institutions principles and outlines areas, in great detail, which need to be addressed. States there are…

Enhancing risk measurement capabilities

Examines the rapid advances in risk measurement capabilities of financial institutions with the Basle Accord standards firmly in mind. Gives firm guidelines from the Basle…

Successful portfolio management and RAPM

Demonstrates complete overview of risk‐adjusted performance measurement (RAPM) and how it can be a key management tool – particularly when combined with an economic capital…

Building an ALM model: a practical guide

States that, to build an asset and liability management (ALM) model is a large and crucial project giving the choice of self‐build or to purchase an established model. Gives pros…

Making software decisions: a case study

Outlines how Landesbank Baden‐Württemberg (LBBW) chose its new risk management software and the criteria required by the provider. Describes how three banks merged in January 1999…

New technology in treasury systems

Investigates Internet‐related changes taking place in the financial world – particularly in treasury systems. Looks at web/com enabling and server‐based thin client in depth, as…

The rise and rise of e‐commerce

Looks at how major companies have benefited from investing in e‐commerce and recommends all businesses should follow their lead. Examines the rise in dot.com shares in the USA and…

Regulation in the connected world

Reports on e‐business and its boom in the financial sector and the criteria required to meet rules laid down by the Financial Services Authority (FSA). Presents FSA requirements…

Researching risk issues in the 21st century

Documents a joint venture between PricewaterhouseCoopers and the London School of Economics with regard to changes facing risk management. Chronicles that risk management is in…

Group risk and ALM: the job market overview

Reports on recent unsettled years in the group risk market and the steady period of recruitment in investment and retail banks. Suggests that the best ways to retain staff are…

The curious case of the disentangled debit

Takes a humorous view, using Sherlock Holmes and Dr Watson, in setting up a hypothetical case of derivative investigation by the two sleuths. Asks a few questions along the way…

The mouse that squeaked

The rising tide of bond finance

Looking forward to the future