By: Bhuwan Prasad Wagle

Slides:



Advertisements
Similar presentations
Keshab Bahadur K.C. Bank Supervision Department Nepal Rastra Bank 1.
Advertisements

© 2004 The McGraw-Hill Companies McGraw-Hill/Irwin Name of entity 2. Title of statement 3. Specific date 4. Unit of measure The Balance Sheet reports.
Chapter 12. Banks and Bank Mgmt. Balance sheet Bank Risks Balance sheet Bank Risks.
Foreign Exchange Markets The Foreign Exchange Market is the generic term for the worldwide institutions that exist to exchange or trade the currencies.
The Balance Sheet of Commercial Banks
Income Statements. Income Statement One of four financial statements issued by a business Reports the amount a company has earned between 2 balance sheet.
GAAP PowerPoint #4.  A formal record of the financial activities of a business  Includes four basic financial statements: ◦ Balance Sheet (Statement.
McGraw-Hill/Irwin Copyright © 2014 by the McGraw-Hill Companies, Inc. All rights reserved.
Risk Management in Commercial Banks. Risk means uncertainty that may result in adverse outcome, adverse in relation to planned objectives Risk : Known.
An Introduction to Basic Finance
Financial Analysis Professor Ronald Miolla. Agenda 1) What are ratios? 2) Purpose of financial ratios. 3) Common financial ratios. 4) Ratios in context.
What financial statement uses net income (or net loss) taken directly from the income statement?
Asset Liability Management
Chart of Accounts.
Copyright 2010, The World Bank Group. All Rights Reserved. 1 GOVERNMENT FINANCE STATISTICS FLOWS, STOCKS, AND ACCOUNTING RULES Part 1 This lecture describes.
Balance Sheet Audited Active 114, ,666 Current Assets 103, ,673 Fix Assets 218, ,339 Total Passive 93,705 77,844.
McGraw-Hill /Irwin Copyright © 2004 by The McGraw-Hill Companies, Inc. All rights reserved Chapter Twenty-four Managing Risk with Derivative Securities.
©2007, The McGraw-Hill Companies, All Rights Reserved 23-1 McGraw-Hill/Irwin Chapter Twenty-three Managing Risk with Derivative Securities.
Market Risk.
RATING OF BANKS. Business Risk of Banks Business risk –Operating risk –Regulatory risk –Environmental risk –Ownership structure –Government support –Governance.
Introduction to Economic Exposure An exploration of Cash flow Exposure.
McGraw-Hill/Irwin Copyright © 2006 by The McGraw-Hill Companies, Inc. All rights reserved. Chapter 12 Depository Institutions: Banks and Bank Management.
Profitability of A Bank. Introduction In the highly competitive financial market, it is imperative that banks analyze each line of business in order to.
Managing Interest Rate Risk(II): Duration GAP and Economic Value of Equity.
Personal Financial Statements Chapter 12 Personal Financial Statements The Balance Sheet.
INTEREST RATE SWAP S&L pays interest on $15 million at 11.5% 11.5% Fixed-Rate Obligation in Eurobond Market Commercial Bank Counterparty Southwest Savings.
CENTURY 21 ACCOUNTING © 2009 South-Western, Cengage Learning LESSON 7-1 Preparing an Income Statement.
Stock Investments – Investor Accounting
 First major statement is the Balance Sheet  The second major statement is the Income Statement  It would be impractical to include all revenue and.
Banks and Bank Mgmt. Balance sheet Bank Risks.
Financial Statement Analysis
Chapter 8 – Financial Statements for a Proprietorship
LESSON 15-1 Preparing an Income Statement
Adjusting entries Prepared at the end of the period before income statement and balance sheet are prepared.
1.01 Generally Accepted Accounting Principles – Financial Statements
BALANCE OF PAYMENT & EXCHANGE RATE
Chapter 7 Financial Statements.
BALANCE SHEET INFORMATION ON A WORK SHEET
FOREIGN EXCHANGE RISK MANAGEMENT
Depository Institutions: Banks and Bank Management
Ohio Pooled Collateral System
BALANCE SHEET INFORMATION ON A WORK SHEET
BALANCE SHEET INFORMATION ON A WORK SHEET
Chapter 3 Financial Statements
Chapter 13 – Bank Risk Management & Performance
1.01 Generally Accepted Accounting Principles – Financial Statements
إعداد القوائم المالية Preparation of Financial Statements
INTEREST RATE SWAP Southwest Savings Association
بعض النقاط التي تؤخذ في الحسبان عند تقييم الاستثمارات الزراعية
ألاطراف ذات العلاقة. ألاطراف ذات العلاقة التعريـف   وفقاً للمعيار الدولي IAS 24 تتضمن الأطراف ذات العلاقة كل من المدراء والموظفين والشركات والمؤسسات.
Chapter 7 Financial Statements.
Multiple Deposit Creation and the Money Supply Process
Lesson 8-2 (GJ) BALANCE SHEET Lesson 8-2, page 181.
Point 6 Financial Statements
MUTUAL FUND MARKET WATCH
Extending Financial Statement Information on a Work Sheet
LESSON 15-1 Preparing an Income Statement
LESSON 15-1 Preparing an Income Statement
Lesson 13-2 SHARE OF NET INCOME ASSIGNED TO PREFERRED AND COMMON STOCK
© 2014 Cengage Learning. All Rights Reserved.
MUTUAL FUND MARKET WATCH
LESSON 15-1 Preparing an Income Statement
MUTUAL FUND MARKET WATCH
Unit 10– Finance Vocabulary
MUTUAL FUND MARKET WATCH
MUTUAL FUND MARKET WATCH
MUTUAL FUND MARKET WATCH
MUTUAL FUND MARKET WATCH
MUTUAL FUND MARKET WATCH
Financial Markets – Fall, 2019 – Oct 17, 2019
Presentation transcript:

By: Bhuwan Prasad Wagle MARKET RISK By: Bhuwan Prasad Wagle

Market Risk Risk of losses in on and off-balance sheet positions Resulting from movement in market prices Both implicit and explicit The market risk can be broadly recognized as: Interest Rate Risk Foreign Exchange Rate Risk

Interest Rate Risk Negative effect caused by interest changes Changes in interest rate affects a bank’s earning by: Changing net interest income Changing the level of other interest sensitive income Changing income Affects the underlying value of bank assets, liabilities and off-balance sheet item Arises when there is mismatch between the positions

Foreign Exchange Rate Risk Negative effect caused by interest changes

Feedback: Privacy Policy Feedback
Do Not Sell My Personal Information
About project: SlidePlayer Terms of Service

© 2025 SlidePlayer.com. Inc. All rights reserved.