Abstract:

The management of every commercial bank must establish a system for assessing investment performance which suits its circumstances and needs and this evaluation must be done at consecutive intervals to ensure the achievement of the Bank's investment objectives of hand; and to know the general direction of the behavior of investment activity in the past and therefore predictable as it in the future on the other hand.
In this paper we will analyze some quantitative methods used in assessing the performance of investment activity in commercial banks; consequently, we will present the risks that a commercial bank faces in managing assets and liabilities.