Management of Interest Rate Risk,Investment Securities and Derivatives Activities
- Topics:
- Credit Management
- Source:
- ALM Professional
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Overview: "This Bulletin provides guidance to management and boards of directors of thrift institutions on the management of interest rate risk, including the management of investment and derivatives activities. In addition, it describes the framework examiners will use in assigning the “Sensitivity to Market Risk” (or “S”) component rating.An effective interest rate risk (IRR) management process that maintains interest rate risk within prudent levels is important for the safety and soundness of any financial institution. This is especially true for thrift institutions, which by the nature of their business, are particularly prone to IRR."
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Format: PDF | Size: 126KB | Date: Dec 1998 | Pages: 24





