BNPPARIBAS

ALMTreasuryFinancialModelsalexandre.NewModelsforAssetandLiabilityManagementAlexandreADAM,HeadofFinancialModelsOpeningremarkAllopinionspresentedherearetheonesoftheirauthorandcannotbetakenasthoseofBNPPARIBAS.IntroductionStatementoffact=LackofALMmodellingDemanddepositconundrumIndicatormismatchbetweenInterestrateGapRevenuesensitivityBaselIIfocusesmainlyoncreditriskandonoperationalriskandnot...