Non-maturing banking products are important asset and liability positions of banks. Their complexity inter alia arises from a non-trivial pass-through from market to product rates which makes the valuation and risk analysis challenging for both banks and banking supervisors. Based on a large...

Amidst increased volatility in the domestic financial market as well as foreign market and increased competition among the commercial banks, Asset-Liability Management (ALM) has emerged as an important tool. The liberalized credit policy of the Indian financial market has brought pressure on the...

This publication aims to complement existing methodologies by establishing a comprehensive framework for the assessment of banks, not only by using financial data, but also by considering corporate governance. It argues that each of the key players in the corporate governance process (such as...