Analyzing a Bank Loan Portfolio - Market Risk

Overview


The primary assets that a bank holds are Fixed Income instruments. For most banks, this means loans to the banks customers. Even though the cash flows from a fixed income instrument are contractually specified, there is still risk in the portfolio due to interest rate fluctuations.

Video Demos


Video Demo
A full copy of the desktop used in this example can be found here:

full desktop

First Step


The first step is to obtain data about the bank loan portfolio