The Rate of Interest: Its Nature, Determination and Relation to Economic Phenomena
Title | The Rate of Interest: Its Nature, Determination and Relation to Economic Phenomena PDF eBook |
Author | Irving Fisher |
Publisher | |
Pages | 482 |
Release | 1907 |
Genre | Capital |
ISBN |
Interest Rate Markets
Title | Interest Rate Markets PDF eBook |
Author | Siddhartha Jha |
Publisher | John Wiley & Sons |
Pages | 373 |
Release | 2011-02-11 |
Genre | Business & Economics |
ISBN | 111801779X |
How to build a framework for forecasting interest rate market movements With trillions of dollars worth of trades conducted every year in everything from U.S. Treasury bonds to mortgage-backed securities, the U.S. interest rate market is one of the largest fixed income markets in the world. Interest Rate Markets: A Practical Approach to Fixed Income details the typical quantitative tools used to analyze rates markets; the range of fixed income products on the cash side; interest rate movements; and, the derivatives side of the business. Emphasizes the importance of hedging and quantitatively managing risks inherent in interest rate trades Details the common trades which can be used by investors to take views on interest rates in an efficient manner, the methods used to accurately set up these trades, as well as common pitfalls and risks?providing examples from previous market stress events such as 2008 Includes exclusive access to the Interest Rate Markets Web site which includes commonly used calculations and trade construction methods Interest Rate Markets helps readers to understand the structural nature of the rates markets and to develop a framework for thinking about these markets intuitively, rather than focusing on mathematical models
The Rate of Interest
Title | The Rate of Interest PDF eBook |
Author | Joan Robinson |
Publisher | London : MacMillan |
Pages | 188 |
Release | 1952 |
Genre | Economics |
ISBN |
Interest-Rate Management
Title | Interest-Rate Management PDF eBook |
Author | Rudi Zagst |
Publisher | Springer Science & Business Media |
Pages | 349 |
Release | 2013-04-17 |
Genre | Business & Economics |
ISBN | 3662121069 |
This book combines a rigorous overview of the mathematics of financial markets with an insight into the practical application of these models to the risk and portfolio management of interest-rate derivatives. It can also serve as a valuable textbook on financial markets for graduate and PhD students in mathematics. Interesting and comprehensive case studies illustrate the theoretical concepts.
Keynes's General Theory, the Rate of Interest and Keynesian' Economics
Title | Keynes's General Theory, the Rate of Interest and Keynesian' Economics PDF eBook |
Author | G. Tily |
Publisher | Springer |
Pages | 352 |
Release | 2016-01-12 |
Genre | Business & Economics |
ISBN | 0230801374 |
This book argues that Keynesian economists have betrayed Keynes' theory and policy conclusions, and that the world has been misled about those policies. Keynesians have focused attention on policies for dealing with effects of economic failure as they arise, whereas Keynes was concerned with the cause and then the prevention of economic failure.
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 |
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.