Bank Asset and Liability Management

Bank Asset and Liability Management provides an in-depth look at how banks and financial institutions approach the management of their assets and liabilities, set up governance structures to minimize risks and approach such critically important areas such as regulatory disclosures, interest rates and risk hedging.

As part of a series of works by the Hong Kong Institute of Bankers, Bank Asset and Liability Management considers:

• Bank regulations and the relationship with monetary authorities, statements and disclosures.

• The governance structure of banks and how it can be used to manage assets and liabilities.

• Approaches to manage assets and liabilities in such areas as loan and investment portfolios, deposits and funds.

• Capital and liquidity, including standards under Basel II and Basel III, funding needs and stress testing.

• The management of interest rate risk, hedging and securitization.