Interest rate book management
Helaba provides comprehensive expert advice based on an analysis of the interest rate position of your institution as a whole. Our analysis, which is of course matched to your management strategy and the relevant organisational setting, includes the following elements:
- Analysis of the factors that determine the interest rate position,
- appraisal of benchmarks, limits and planning objectives,
- the risk metrics basis point value and value at risk and the efficiency metric return on risk-adjusted capital,
- measures to bring the interest rate book cash flow into line with the target cash flow,
- ideas on timing and products in connection with these measures,
- timing of the approach to a benchmark, balance and off-balance instruments with which to address the P&L – risk –present value target triangle.
If you are interested in this service or would like to find out more, please do not hesitate to contact us.
Peter Liwowski
Tel. (+49) 069/9132 - 3948
Fax (+49) 069/9132- 83948
