Logo

Synopsis Treasury risk management is very crucial in modern banking financial institution functions the world over with forces of deregulation and globalization. Skillful risk management is the sure shot of profitability out of market-driven opportunities and this needs articulation. The Basel-II Accord seeks to place significant emphasis on this subject through its Three Pillars. All the essential aspects of treasury risk management and ALM functions have been covered in this book. Key Features: A thorough and crisp analysis of market risk segments having effect on the financial system; ALM (Asset Liability Management) issues exhaustively dealt with; Accounting ratios from liquidity risk management explained; RBI guidelines on market risk management explained; Risks in mutual fund investment especially dealt with, keeping in view the increasing small investor preferences; Internal audit system for market risk management thoroughly dealt with; Operational risk management aspects explained; Glossary on market risk management; Focal points of existing Basel Accord – I and Basel Accord – II presented in a tabular form.