International Convergence of Capital Measurement and Capital Standards

International Convergence of Capital Measurement and Capital Standards
Title International Convergence of Capital Measurement and Capital Standards PDF eBook
Author
Publisher Lulu.com
Pages 294
Release 2004
Genre Bank capital
ISBN 9291316695

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Measuring and Controlling Interest Rate Risk

Measuring and Controlling Interest Rate Risk
Title Measuring and Controlling Interest Rate Risk PDF eBook
Author Frank J. Fabozzi
Publisher
Pages 336
Release 1996-08-15
Genre Business & Economics
ISBN

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Fabozzi provides an explanation of concepts such as duration and convexivity, as well as more advanced topics such as probability distributions and regression analysis. He also gives keys to using derivatives to control interest rate risk

Controlling & Managing Interest-rate Risk

Controlling & Managing Interest-rate Risk
Title Controlling & Managing Interest-rate Risk PDF eBook
Author Anthony G. Cornyn
Publisher Prentice Hall
Pages 0
Release 1997
Genre Interest rate risk
ISBN 9780135704660

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Managing Interest Rate Risk

Managing Interest Rate Risk
Title Managing Interest Rate Risk PDF eBook
Author John J. Stephens
Publisher John Wiley & Sons
Pages 208
Release 2002-03-12
Genre Business & Economics
ISBN

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This book tackles the subject of interest rate risk, a matter of key importance to all businesses, whether borrowing, investing, saving or trading.

Interest Rate Risk in the Banking Book

Interest Rate Risk in the Banking Book
Title Interest Rate Risk in the Banking Book PDF eBook
Author Beata Lubinska
Publisher John Wiley & Sons
Pages 263
Release 2021-11-01
Genre Business & Economics
ISBN 1119755018

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Introduces practical approaches for optimizing management and hedging of Interest Rate Risk in the Banking Book (IRRBB) driven by fast evolving regulatory landscape and market expectations. Interest rate risk in the banking book (IRRBB) gained its importance through the regulatory requirements that have been growing and guiding the banking industry for the last couple of years. The importance of IRRBB is shifting for banks, away from ‘just’ a regulatory requirement to having an impact on the overall profitability of a financial institution. Interest Rate Risk in the Banking Book sheds light on the best practices for managing this importance risk category and provides detailed analysis of the hedging strategies, practical examples, and case studies based on the author’s experience. This handbook is rich in practical insights on methodological approach and contents of ALCO report, IRRBB policy, ICAAP, Risk Appetite Statement (RAS) and model documentation. It is intended for the Treasury, Risk and Finance department and is helpful in improving and optimizing their IRRBB framework and strategy. By the end of this IRRBB journey, the reader will be equipped with all the necessary tools to build a proactive and compliant framework within a financial institution. Gain an updated understanding of the evolving regulatory landscape for IRRBB Learn to apply maturity gap analysis, sensitivity analysis, and the hedging strategy in banking contexts • Understand how customer behavior impacts interest rate risk and how to manage the consequences Examine case studies illustrating key IRRBB exposures and their implications Written by London market risk expert Beata Lubinska, Interest Rate Risk in the Banking Book is the authoritative resource on this evolving topic.

Interest Rate Risk in the Banking Book

Interest Rate Risk in the Banking Book
Title Interest Rate Risk in the Banking Book PDF eBook
Author PAUL. NEWSON
Publisher
Pages 255
Release 2017
Genre Banks and banking
ISBN 9781782723257

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Duration Analysis

Duration Analysis
Title Duration Analysis PDF eBook
Author Gerald O. Bierwag
Publisher
Pages 368
Release 1987
Genre Bonds
ISBN

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