Start networking and exchanging professional insights

Register now or log in to join your professional community.

Follow

What are the three mandatory reports which have to be put up to ALCO at stipulated intervals? Question is in context of Indian Banks

user-image
Question added by Vinod Jetley , Assistant General Manager , State Bank of India
Date Posted: 2014/08/28
RAJU MOHAN
by RAJU MOHAN , Risk Manager , Canara Bank

Hi,

Recent global developments and regulatory requirements have made many mandatory reports to be submitted to ALCO at regular intervals. Prominent among those are :

 

1) Maturity pattern of Assets and Liability ( Including repricing maturity and residual maturity )

2) LCR( Liquidity coverage ratio ) and NSFR ( Net stable Funding ratio )

3) MDG (Modified Duration Gap ) and IRSM (Interest rate Sensitive monitor )

 

Raju

More Questions Like This