毕博上海银行—SimeBankMarketRiskALMReport.docx

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1、SIMEBANKBERHADReportonMarketRisk:AssetandLiabilityManagement21October1997PreparedbykpmgAsiaPacificConsulting1/74TableofContent1.EXECUTIVESUMMARY.........................................................................................................................12.INTRODUC

2、TION.......................................................................................................................................52.1FORMATOFTHISREPORT...................................................................................................................

3、.......52.2METHODOLOGY........................................................................................................................................62.3OVERVIEWOFALMPROCESS&ENVIRONMENTATSIMEBANK...............................................................73.PRINCI

4、PALALMRISKSANDKPMGRECOMMENDATIONS.....................................................103.1MAJORRISKS..........................................................................................................................................103.2RISK:ALMSTRATEGY,RISKTOLERANCELE

5、VELANDACCOUNTABILITY................................................113.2.1Recommendation:ALMstrategyworkshop..................................................................................113.2.2Benefits......................................................................

6、...................................................................S&123.3RISK:ORGANISATIONFRAMEWORK................................................................................12TRUCTURE3.3.1Recommendation:Organisationstructureandframework.................................

7、..........................133.3.2Benefits.........................................................................................................................................193.4RISK:HUMANRESOURCES..........................................................................

8、............................................193.4.1Recommendation:sk