Asset-liability management in commercial banking : theoretical and practical aspects

Abstract

This dissertation will discuss the various Asset-Liability Management techniques available for Asset-Liability Managers to implement in managing the bank's risks. The dissertation will analyse which of these techniques the local banks employ in the management of their main risks, in view of the local regulation. In addition, the dissertation will present case studies on the Asset-Liability Management of two foreign banks, from which one can see the techniques employed by these banks.