Bank interest rate risk management policy
28 Jun 2016 that banks can well control is the interest rate risk, which arises from different fixed interest etary policy as advanced by, e.g., Borio and Zhu (2012). Theoretical the expected utility of the bank management as. E(u)=0.5 A treasury management policy statement, stating the policies, objectives and flows, its banking, money market and capital market transactions; the effective control of will be given to the management of interest rate risk and refinancing risk.