BFM Numericals Solved · Part 5: Exam practice

Chapter 16: Integrated ALCO case-lets

One bank, one meeting, every chapter at once: a worked ALCO pack, then five case-lets of six questions each, as CAIIB sets them.

Buyers of the e-book, or of the print copy, which includes it, read the whole chapter. Everyone can read the free sample, pages 1 to 24 of the e-book.

In this chapter

• 16.1Worked: Bank V’s packp. 321
• Case 1: The forex deskp. 323
• Case 2: The bond deskp. 324
• Case 3: Gaps and liquidityp. 325
• Case 4: Credit and capitalp. 326
• Case 5: Profit and operational riskp. 327
• Answers, with every wrong option explainedp. 328
• Slips across the bookp. 331
• The ALCO pack, line by linep. 332
• Make it stickp. 333
• The ALCO on one pagep. 334

Corrections and updates

None for this chapter so far. Every correction to the book, and any rule that changes after its date, is listed on the errata page.