Asset Liability Management & Interest Rate Risk in the Banking Book - Part 1 of 4
The Education of a Value Investor
Navigating Balance Sheets: Assets and Liabilities
This chapter explores the complexities of a bank's balance sheet, focusing on the asset side and trading portfolios while addressing the implications of repos, derivatives, and counterparty credit risk. It further examines the nuances of equity categorization, bail-in bonds, and the challenges of accurately representing liabilities, particularly in the context of defaulted loans. Additionally, the discussion highlights the evolution of deposits and the commercial paper market, showcasing differences in international banking practices.
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