Controlling Interest Rate Risk PDF Download
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Author | : |
Publisher | : Lulu.com |
Total Pages | : 294 |
Release | : 2004 |
Genre | : Bank capital |
ISBN | : 9291316695 |
Download International Convergence of Capital Measurement and Capital Standards Book in PDF, ePub and Kindle
Author | : Frank J. Fabozzi |
Publisher | : |
Total Pages | : 336 |
Release | : 1996-08-15 |
Genre | : Business & Economics |
ISBN | : |
Download Measuring and Controlling Interest Rate Risk Book in PDF, ePub and Kindle
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
Author | : Anthony G. Cornyn |
Publisher | : Prentice Hall |
Total Pages | : 0 |
Release | : 1997 |
Genre | : Interest rate risk |
ISBN | : 9780135704660 |
Download Controlling & Managing Interest-rate Risk Book in PDF, ePub and Kindle
Author | : |
Publisher | : |
Total Pages | : 414 |
Release | : 1986 |
Genre | : |
ISBN | : |
Download Controlling Interest Rate Risk Book in PDF, ePub and Kindle
Author | : Beata Lubinska |
Publisher | : John Wiley & Sons |
Total Pages | : 263 |
Release | : 2021-11-01 |
Genre | : Business & Economics |
ISBN | : 1119755018 |
Download Interest Rate Risk in the Banking Book Book in PDF, ePub and Kindle
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.
Author | : Donna M. Howe |
Publisher | : Prentice Hall |
Total Pages | : 368 |
Release | : 1992 |
Genre | : Business & Economics |
ISBN | : |
Download A Guide to Managing Interest-rate Risk Book in PDF, ePub and Kindle
Author | : John J. Stephens |
Publisher | : John Wiley & Sons |
Total Pages | : 208 |
Release | : 2002-03-12 |
Genre | : Business & Economics |
ISBN | : |
Download Managing Interest Rate Risk Book in PDF, ePub and Kindle
This book tackles the subject of interest rate risk, a matter of key importance to all businesses, whether borrowing, investing, saving or trading.
Author | : Sanjay K. Nawalkha |
Publisher | : John Wiley & Sons |
Total Pages | : 429 |
Release | : 2005-05-31 |
Genre | : Business & Economics |
ISBN | : 0471737445 |
Download Interest Rate Risk Modeling Book in PDF, ePub and Kindle
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.
Author | : PAUL. NEWSON |
Publisher | : |
Total Pages | : 255 |
Release | : 2017 |
Genre | : Banks and banking |
ISBN | : 9781782723257 |
Download Interest Rate Risk in the Banking Book Book in PDF, ePub and Kindle
Author | : Mr.Giovanni Dell'Ariccia |
Publisher | : International Monetary Fund |
Total Pages | : 54 |
Release | : 2018-09-07 |
Genre | : Business & Economics |
ISBN | : 1484359623 |
Download Managing the Sovereign-Bank Nexus Book in PDF, ePub and Kindle
This paper reviews empirical and theoretical work on the links between banks and their governments (the bank-sovereign nexus). How significant is this nexus? What do we know about it? To what extent is it a source of concern? What is the role of policy intervention? The paper concludes with a review of recent policy proposals.