türk bankacılık sstemnde aktf pasf yönetm ve pyasa rsk
türk bankacılık sstemnde aktf pasf yönetm ve pyasa rsk
türk bankacılık sstemnde aktf pasf yönetm ve pyasa rsk
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Preparet by: Gökhan FIRAT<br />
Name of thesis: Asset&Liability Management and Market Risk in Turkish Banking<br />
System<br />
ABSTARCT<br />
Financial world of today is possessing a complicated expectations network in<br />
which uncertainties are growing and the determination period of enforced strategies are<br />
getting to be difficult against these uncertainties.<br />
In such an environment, quantification and the management of the risks created<br />
by financial constitutions are becoming significantly important. As traditional decision<br />
making mechanisms and approaches do not meet with today’s risk perceptions and risk<br />
quantification methods that’s why, using these approaches become ineffecti<strong>ve</strong><br />
individually.<br />
Due to the recent de<strong>ve</strong>lopments in Turkish Banking System, system integration<br />
with global markets has rosed significantly, moreo<strong>ve</strong>r the depth of markets and variety<br />
of financial tools has increased substantially. These de<strong>ve</strong>lopments in Turkish Banking<br />
System ha<strong>ve</strong> raised the necessity of effecti<strong>ve</strong> risk management. This master thesis<br />
focuses on Asset-Liability Management (ALM) and Market Risks Management, which<br />
are important elements of Efficient Risk Management.<br />
In the first section of the study Asset-Liability Management is analysed in detail<br />
under the chapter of Liquidity Risk and Structural Interest Rate Risk. Conceptual frame<br />
and quantifications models and sample applications about these risks management, will<br />
also be illustrated in these details.<br />
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