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Asset-liability Management: Issues and trends, R. Vaidyanathan, ASCI Journal of Management 29(1). 39-48; Price Waterhouse Coopers Status of balance sheet management practices among international banks 2009; Bank for International Settlements Principles for the management and supervision of interest rate risk - final document
Firms can manage translation exposure by performing a balance sheet hedge, since translation exposure arises from discrepancies between net assets and net liabilities solely from exchange rate differences. Following this logic, a firm could acquire an appropriate amount of exposed assets or liabilities to balance any outstanding discrepancy.
Exposure at default or (EAD) is a parameter used in the calculation of economic capital or regulatory capital under Basel II for a banking institution. It can be defined as the gross exposure under a facility upon default of an obligor. [1] [2] Outside of Basel II, the concept is sometimes known as Credit Exposure (CE). It represents the ...
In both cases, efficient hedging depends on being able to drill down into the balance sheet to see the currencies of the transactions sitting on the company's books around the world. Currency analytics automates that drill-down process and presents balance sheet exposure data in an easy-to-use dashboard that allows companies to efficiently ...
Asset and liability management (ALM) is the process of evaluating, monitoring, and controlling balance sheet risk (interest rate risk and liquidity risk). A sound ALM process integrates strategic, profitability, and net worth planning with risk management.
Here, the management is ongoing [10] — see following description — and is coupled with the use of insurance, [71] managing the net-exposure as above: credit risk is usually addressed via provisioning and credit insurance; likewise, where this treatment is deemed appropriate, specifically identified operational risks are also insured. [68]
This is a big deal, since SoFi doesn't necessarily want to hold billions of dollars of personal loans on its balance sheet (about $17 billion was on the balance sheet at the end of the third quarter).
This report contains the banks projections for 9 forward looking quarters on the same schedule as the FR Y-9C, which contains the BHCs actual results for the prior 4 quarters. Within the report are schedules for pre-provision net revenues (PPNR), balance sheet, risk weighted assets (RWA), Leverage Exposure, among others. [6]