Asset Liability Management & Interest Rate Risk in the Banking Book - Part 1 of 4

The Education of a Value Investor

Eric Schaanning is a dynamic figure in financial risk management, known for his innovative approach to navigating the complexities of market and valuation risk. Leading these critical functions for Nordea Group, Eric blends a wealth of experience with a forward-thinking mindset. His career spans impressive roles, including overseeing risk management for UBS and Credit Suisse in Zurich, where he dealt with the high-stakes world of managing risk across massive deposit and loan portfolios.

Full transcript available here: https://aqfd.docsend.com/view/bxtu77b955d6grcy

Here's a link to the presentation: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5007032

Contents:

(00:00:00) Asset Liability Management & Interest Rate Risk in the Banking Book

(00:06:03) A Case Study in Interest Rate Risk and Asset-Liability Mismatches

(00:14:24) Liquidity, Insolvency, and Interest Rate Risk

(00:20:15) The Mechanics of Bank Balance Sheets

(00:32:24) Bank Balance Sheets, Loan Reporting, and Equity Capital

(00:49:28) Exploring the Dynamics of Fractional Reserve Banking, Interest Rate Risk, and Regulatory Frameworks

(01:03:30) From Pillar One to Pillar Three: Regulatory Safeguards and Banking Risk