Archive - by topic

Bank-Forum is the professional journal for bank management. It is directed at senior and middle bank management and deals with treasury issues, asset/liability management and credit risk management.

For a list sorted by date please click here.

2007-48	ALM	Corporate Finance – Optimising the liabilities side
2007-47	ALM	The Future of ALM – Leading banks present their concepts
2007-46	ALM	100 per cent equity allocation for the treasury?
2006-45	ALM	Fair Value Option under IFRS
2006-43	ALM	Credit Spread Forecast for ALM
2005-38	ALM	High Tech in Asset & Liability Management
2004-36	ALM	Asset Liability Management - the European state-of-the-art
2004-34	ALM	Total Bank Management with RORAC
2003-30	ALM	Interest Risk Measurement in the Banking Book
2002-27	ALM	Mapping CMF Positions using Replication Portfolios
2002-26	ALM	Interest Rate Risk Assessment in accordance with Basel II
2008-50	Corporate Treasury	The impact of the subprime crisis on corporate financing
2005-40	Corporate Treasury	State-of-the-Art in Corporate Treasury
2003-31	Corporate Treasury	Corporate Treasury needs a solid basis
2008-49	CRM	Decision-oriented credit risk reports
2006-42	CRM	How to build credit risk models for regional banks
2004-34	CRM	Sound Calculation for Probability of Default (PD)
2003-32	CRM	The Future of Corporate Credit Rating Systems
2002-28	CRM	The Basel II gap is shrinking
2006-44	Management	Is Value-based Management a Must?
2006-43	Management	Finance Trainer RegionalBANKINGStudy 2006
2003-29	Management	Leadership Programmes in Times of Rapid Change
2001-25	Management	Does Europe need an independent capital market?
2003-33	Private Banking	Value at Risk in Private Asset Allocation
2008-49	Treasury	Quantifying skew effects in the FX options book
2007-48	Treasury	How to calculate interest swap rates for stub periods
2007-47	Treasury	Plain Vanilla Interest Rate Swaps
2007-46	Treasury	Valuating Credit Default Swaps (CDS)
2006-45	Treasury	Mapping and pricing of digital payout options
2006-42	Treasury	Barrier Options
2005-41	Treasury	Yield Enhancemant and Portfolio Management using iTraxx Products
2005-41	Treasury	Mapping and Management of Convexity Effects
2005-40	Treasury	Pricing Steepeners
2005-38	Treasury	Blind Spot in the Money Market - feedback on readers mails
2004-37	Treasury	A blind spot in the money market
2004-37	Treasury	Swap Spreads - Cause and Effect
2004-36	Treasury	Stress test requirements
2004-35	Treasury	Banks without Treasury - a realistic scenario?
2004-35	Treasury	A successful triangle
2004-35	Treasury	ACI Exams are state of the art
2004-35	Treasury	Pricing of In-Area Fixing Transactions
2004-34	Treasury	Highest ACI Pass Ratios worldwide
2003-33	Treasury	How to Compute Credit Spread Benchmarks
2003-32	Treasury	Pricing of Asset Swaps
2003-30	Treasury	NEW: One Month EONIA-indexed Future