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 |
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.
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 |
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 |
This book tackles the subject of interest rate risk, a matter of key importance to all businesses, whether borrowing, investing, saving or trading.
A Guide to Managing Interest-rate Risk
Title | A Guide to Managing Interest-rate Risk PDF eBook |
Author | Donna M. Howe |
Publisher | Prentice Hall |
Pages | 368 |
Release | 1992 |
Genre | Business & Economics |
ISBN |
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 |
Interest Rate Risk Modeling
Title | Interest Rate Risk Modeling PDF eBook |
Author | Sanjay K. Nawalkha |
Publisher | John Wiley & Sons |
Pages | 429 |
Release | 2005-05-31 |
Genre | Business & Economics |
ISBN | 0471737445 |
The definitive guide to fixed income valuation and risk analysis The Trilogy in Fixed Income Valuation and Risk Analysis comprehensively covers the most definitive work on interest rate risk, term structure analysis, and credit risk. The first book on interest rate risk modeling examines virtually every well-known IRR model used for pricing and risk analysis of various fixed income securities and their derivatives. The companion CD-ROM contain numerous formulas and programming tools that allow readers to better model risk and value fixed income securities. This comprehensive resource provides readers with the hands-on information and software needed to succeed in this financial arena.
The Handbook of Interest Rate Risk Management
Title | The Handbook of Interest Rate Risk Management PDF eBook |
Author | Jack Clark Francis |
Publisher | Irwin Professional Publishing |
Pages | 832 |
Release | 1994 |
Genre | Business & Economics |
ISBN | 9781556233821 |
Risk management products and derivatives have grown ever more numerous and diverse since the late 1980s. Investors need to know which ones will best serve their needs in today's dynamic bond market. This book reveals how more than three dozen experts control and preserve the value of their own fixed income portfolios--from choosing the right risk management product to monitoring and evaluating the effectiveness of hedge management strategies. Shows investors how to make the best use of swaps, options, futures, and other risk management products in the market; identify and measure a portfolio's or corporation's risk exposure; and more.