created as a collaboration between Santander Bank and the University of Cantabria. SANFI works to identify, develop, support …

Gegenstand der hier vorgestellten Arbeit ist die Untersuchung des Management-Prozesses des Zinsrisikos. Die Prozesse … werden einzeln betrachtet und bewertet. Das Hauptaugenmerk liegt auf der Messung des Zinsrisikos. In diesem Management …

within a bank's balance sheet. The process of risk management focuses on achieving the broader organisational objectives … a bank. Interest rate risk is an important source of bank profitability. The Asset-and-Liability Management function of … a bank is tasked with the management of interest rate risk in the 'banking book' of its balance sheet. Managing interest …

created as a collaboration between Santander Bank and the University of Cantabria. SANFI works to identify, develop, support …

is the liquidity management of these banks, specifically the regular flow of funds between parent banks and their …