ABN AMRO: managing interest rate risk
Kimberly Ferranti
(Kimberly Ferranti oversees America’s marketing initiatives for BancWare within SunGard Trading and Risk Systems. She is based in Boston.)
4736
Abstract
The author describes how SunGard installed a sophisticated interest rate risk analysis system for ABN AMRO’s North American headquarters in Chicago. She details the problems involved, the difficulties overcome and the benefits gained.
Keywords
Citation
Ferranti, K. (2002), "ABN AMRO: managing interest rate risk", Balance Sheet, Vol. 10 No. 1, pp. 43-46. https://doi.org/10.1108/09657960210697409
Publisher
:MCB UP Ltd
Copyright © 2002, Authors