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Volume 10, Issue 1
1 March 2002
Balance Sheet Cover Image for Volume 10, Issue 1
Case Report| March 01 2002

ABN AMRO: managing interest rate risk

Publisher: Emerald Publishing
Online ISSN: 1758-4086
Print ISSN: 0965-7967
© Authors
2002
Balance Sheet (2002) 10 (1): 43–46.
https://doi.org/10.1108/09657960210697409

The author describes how SunGard installed a sophisticated interest rate risk analysis system for ABN AMRO’s North American headquarters in Chicago. She details the problems involved, the difficulties overcome and the benefits gained.

Keywords: Banking, Interest rates, Balance sheets, Risk
© Authors
2002
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