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PARTI THE BACKGROUND
RISK MANAGEMENT IN THE PRIVATE FINANCIAL
Interest rate risk management
8 other sections not shown
ALCO amount analysis assets and liabilities ASSETS MINUS LIABILITIES balance of payments balance sheet Bank XYZ bankers borrowing Buy dollars Call loans capital risk cash balances changes constraints contract credit risk currency risk discount houses discount window dividend dollars forward dollars spot domestic economic equity exports fixed-interest securities forecast foreign exchange market foreign reserves forward contract Forward margin forward position funds futures contract gap exposure gold government stock hedging impact important increase interest income interest rate risk investment risk investors ITEMS ASSETS liquid assets liquidity risk long-term market rates maturity structure million monetary authorities monetary policy money market shortage months non-rate items operations option portfolio profit public debt management purchase rand rand/US dollar ratio repurchase agreements requirements Reserve Bank rise risk exposure risk management sells dollars share short-term South African bank spot and forward term total assets Treasury bills variable-rate yield curve