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Risk management articles
Transfer pricing articles
Profitability measurement articles

 

Risk Management
  Article Description Publication Date
Forgotten Profitability Levers: How A/L Managers Can Make Money Again in Financial Institutions -
Part 1		 This series describes the five levers and provides clear guidance for executives, ALCO and A/L managers to move from measurement to action to risk-adjusted returns at financial institutions. Part one focuses on Lever One. Bank Asset/Liability Management May
2010
Forgotten Profitability Levers: How A/L Managers Can Make Money Again in Financial Institutions -
Part 2		 Now is the time for executives and A/L managers to use time-tested strategies to vigorously drive the levers of profitability optimization in their institutions. Part two of this series focuses on Lever Two. Bank Asset/Liability Management June
2010
All Hands On Deck: Your Financial Services Organization Can Survive the Storm - Part 2 Part two presents strategic actions that your institution can implement to weather the turbulence expected through next year. Bank Asset/Liability Management February
2010
All Hands On Deck: Your Financial Services Organization Can Survive the Storm - Part 1 Explore the operational and structural requirements that financial institutions should have in place to face the new wave of economic, regulatory, and financial pressures that will affect future performance. Bank Asset/Liability Management January
2010
Full Fair Value Accounting: Its Time Has Come Full fair value accounting sharpens investor and management focus on long-term, risk-adjusted organizational performance and the optimization of economic value of equity. Bank Asset/Liability Management October
2009
The Imperative of Robust Scenario Planning - Part 1 Scenario planning must serve as a comprehensive risk management process. Part 1 examines stress-testing in detail and identifies a 10-step process to accomplish it. Bank Asset/Liability Management August
2009
The Imperative of Robust Scenario Planning - Part 2 Examine the proper tools to execute a scenario planning process and the specific benefits derived from it. Bank Asset/Liability Management September
2009

Credit and Liquidity Crisis Makes Landfall—The Cleanup Continues

What started as the Fed’s imprudently easy monetary policy to stimulate the economy has turned into a crisis. How could it have been prevented?

 Financial Managers Society White Paper November
2008
Risk Adjusted Return on Capital (RAROC): The One True Metric Applicability of RAROC in CPM framework Journal of Performance Management January
2006
Economic Valuation of Invested Capital An Operating Perspective to Long-Term Interest Rate Risk Financial Managers Society White Paper December
2005
Weights and Averages Using averages and weighing of data in modeling risk. Bank Asset/Liability Management October
2004
Indeterminate Maturity Accounts, Net Interest margins, Valuations and Risk Risk and modeling considerations for NMDs Bank Asset/Liability Management August/September
2005
Modern Tools for Interest Rate Risk Management IRR measurement tools, including EVE and long-term income simulation Bank Asset/Liability Management August/September 2004
Modern Approaches to Valuation IRR tools, including EVE and long-term income simulation -- available in English and Chinese Banking Today July/August
2004
An Alternative View of Non-Maturity Deposit Modeling Modeling core deposits for EV risk analysis. Bank Asset/Liability Management May
2004
Loan Level Characteristics are Key to Quantifying Economic Loss Credit risk for mortgages is analyzed under an extreme stress scenario Secondary Marketing Executive February
2004
An Economic Perspective to Basis Risk in Core Deposits Economic approach to spread risk measurement Bank Asset/Liability Management February and March
2003
Peeking Into Basel's Black Box Basel II IRB approach to credit risk Bank Asset/Liability Management November
2002
"Building Charge-Off Forecasts for A/L Modeling" (Forecasting charge-offs from mortgage loan pools) Bank Asset/Liability Management July
2002
Encouraging Long-Term Value From Asset/Liability Management Process -- Parts 1 and 2 Significant benefits available in balance sheet initiatives Bank Asset/Liability Management September and October
2001
High Performance Design for Interest Rate Risk Policy IRRs policy components for profitable lending and deposit gathering Bank Asset/Liability Management February
2001
Credit Risk Management: A Framework for Analysis Credit risk modeling in A/LM Bank Asset/Liability Management June
2000
The Forsaken Side of Risk Management: Have Deterministic Approaches Gone Too Far? (longer version of Risk Professional article, September 1999) Philosophy of deterministic risk measurement

Bank Asset/Liability Management AMIfs

Journal of Bank Cost & Management Accounting

March
2000

July
2000

Have Deterministic Approaches Gone too Far? Discussion of deterministic risk measurements Risk Professional September
1999
Moving from A/L Management to Risk Management Need a broader approach to risk management Bank Accounting and Finance Winter
1998-1999
Funds Transfer Pricing and A/L Modeling Alternative uses of FTP in forecasting and risk measurement Bank Asset/Liability Management September
1998
The Search for Perfect Information Sources of assumptions for simulation models The Treasurer April
1998
The Risk of Rate Shocks on EVE Interpreting interest rate shocks of balance sheet valuations Bank Asset/Liability Management November - December
1997
Asset/Liability Management: A Global Perspective ALM is more than interest rate risk Bank Asset/Liability Management November
1997
Interpreting the Economic Value of Equity Valuing balance sheet equity Bank Asset/Liability Management April
1997
Why VAR is in Vogue Explanation of value-at-risk for structural banking book Balance Sheet Fall
1996
Turning Data Into Information Importance of data warehouse software Credit Union News August 9
1996
An Interest Rate Risk Management Primer Introduction to understanding interest rate risk Credit Union News August 11
1995
Doing it the Right Way Ingredients of an effective ALM process US Banker May
1995
Go With the Flow Stochastic interest rate processes Balance Sheet Spring
1995
Spread the Load Option adjusted spread analysis Balance Sheet Summer
1994
Credit Risk and ALM in a Market Value World Credit spreads influence on interest rate risk Bank Asset/Liability Management January
1994

 

Transfer Pricing
  Article Description Publication Date

Funds Transfer Pricing

Allocating net-interest margin among fund users and providers gives credit unions numerous benefits in strategic planning and pricing.

 Bank Asset /Liability Management April
2008

Intelligent by Design: Selecting Funds Transfer Pricing Curves to Optimize Margins

Explore the fundamental FTP decision related to transfer curve selection.

 Credit Union Management June
2008
Transfer-Pricing Indeterminate-Maturity Deposits   Journal of Bank Cost & Management Accounting March
2006
To FTP or Not to FTP - That is the Question! Discussion of what parts of the balance sheet should be transfer priced Journal of Performance Management November
2004
Funds Transfer Pricing: What Questions A/L Managers Should Ask Transfer pricing capital and fixed assets Bank Asset/Liability Management September
2003
Transfer Pricing Embedded Retail Options -- Parts 1 and 2 Transfer pricing options for loans and deposits Bank Asset/Liability Management November and December
2000
Making A/L Management Performance Count Measuring ALM management effectiveness Bank Accounting & Finance Fall
2000
Funds Transfer Pricing and A/L Modeling Alternative uses of FTP in forecasting and risk measurement Bank Asset/Liability Management September
1998
Choosing a Funds-Transfer-Pricing Method: Practical Considerations Comparing results of various FTP methods Bank Accounting & Finance Summer
1997
Funds Transfer Pricing Fundamental introduction to FTP concepts Bank Asset/Liability Management December
1994
Funds Transfer Pricing: Cost Accounting for the Net Interest Margin A cost accounting view of FTP Bank Asset/Liability Management April
1994

 

Profitability Measurement
  Article Description Publication Date
Payoff from Customer Profitability Analysis Leveling the playing field for banksof all sizes American Banker January 2008
How to Build Competitive Advantage with Customer-Centric Banking Use customer-centric information to boost bottom-line profitability FMS Whitepaper October
2005
The Art of In-Branch Referral Science Profitability and loyalty to target market ABA Bank Marketing June
2005
Customer Profitability and In-Branch Marketing Use targeted in-branch referral programs to heighten customer profitability FMS Whitepaper June 2005
The Challenges and Opportunities of Customer Profitability Analysis CRM's prelude...actionable customer profit and value information AMIfs Journal of Bank Cost & Management Accounting January
2004
Return on Capital: The Primary Measure of Customer Value Capital assignment at the customer level Bank Accounting & Finance Winter
2000-2001
Customer Relationship Management: An Outgrowth of the Changes in Consumer Financial Services Opportunities and pitfalls in implementing Customer Relationship Management -- CRM Bank Accounting & Finance Spring
2000
What You Need to Know Before Buying a Relationship Profitability System Provides guidance for differentiating profitability systems Bank Accounting & Finance Winter
1999-2000
Incorporating Customer Behavior into Continuous Profitability and Risk Measurement Processes Modeling customer behavior AMIfs Journal of Bank Cost & Management Accounting
(Vol. 12, No. 3)		 November
1999
Choosing Methods for Capital Allocation Capital Assignment Bank Accounting & Finance Fall
1998
Capital Ideas: Ways of Assigning Capital to Lines of Business Capital assignment Bank Accounting & Finance Summer
1996

 

 
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