...Kim Ferranti In this case study the author describes how the Ohio State Savings Bank tied its strategic decision‐making to its balance sheet management processes and interest rate risk process. “Quantum leaps have been made in information coming out of this department in a relatively short time...

...: www.capitaleconomics.com Figure 1 –‐ Interest rates and market expectations, 1990‐2002 (start of year) ©Roger Bootle In any case, you may not need the services of even one, let alone a whole team of economists, full‐time. What you need is access, when you need it, to good economists, and most...

...Kimberly Ferranti 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. © Authors 2002 Banking Interest...

... differs between institutions; and measurement of exposure also differs between institutions. Defines the banking book as also being different between institutions but can appear to encompass everything that is not trading. Discusses management of interest rate exposure, its measurement, the regulator’s...