Please refer to our BRPD Circular No. 17 dated 07.10.2003 on the captioned issue.
Existing Guidelines on Managing Core Risks in Banking such as Asset and Liability/Balance Sheet Risks and Foreign Exchange Risks have been reviewed. A document (interpretation to measure risks using GAP analysis) has been prepared for the banks which may help banks to measure and manage their Liquidity Risk, Interest Rate Risk and Foreign Exchange Risk and minimize their losses.
A CD-ROM containing the said interpretation is forwarded here-with for necessary action at your end.
Please acknowledge receipt.