Home » Managing and Assessing Global Bank Treasury Risk: A Modular Approach for Risk Management and Audit by R McDonough
Managing and Assessing Global Bank Treasury Risk: A Modular Approach for Risk Management and Audit R McDonough

Managing and Assessing Global Bank Treasury Risk: A Modular Approach for Risk Management and Audit

R McDonough

Published September 3rd 2013
ISBN : 9781118265376
ebook
336 pages
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 About the Book 

This book provides an approach to managing and evaluating the risks associated with Treasury activities at financial institutions organized by functional area. The audience is both risk managers that need to measure, monitor, and report risk as wellMoreThis book provides an approach to managing and evaluating the risks associated with Treasury activities at financial institutions organized by functional area. The audience is both risk managers that need to measure, monitor, and report risk as well as auditors that need to assess the effectiveness of risk management, limits, and controls in Treasury activities. Specific regional nuances will be referenced when appropriate to ensure applicability in a variety of geographies. Topics to be covered include: (1) Cash Management, Liquidity, and Funding- (2) Asset/Liability Management: Interest Rate Risk- (3) Investments and Trading: Market Risk- (4) Counterparty Risk and Credit Ratings- and (5) Operational and Other Risks (including Securitization).Each chapter will contain a companion section addressing specific audit considerations--including the scoping and development of audit programs to assesse each of the five different functional areas discussed.