Bank Asset-Liability Management

Lingua: inglese

Editore: Springer Feb 2026, 2026

3031802071 / 9783031802072

Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermaniaBuchWeltWeit Ludwig Meier e.K.

Venditore con 5 stelle

Venditore AbeBooks dal 11 gennaio 2012

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EUR 58,84

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Descrizione dell’articolo da parte del venditore

This item is printed on demand - it takes 3-4 days longer - Neuware -This book provides a practical and intuitive view of how European banks manage asset-liability mismatch risk from both a practitioner and supervisory perspective. After a prolonged period of zero interest rate policy (ZIRP) by central banks around the world, the period from Q1 2022 to Q2 2023 has seen the largest, fastest, and most widespread increase in interest rates since the 1980s, with 1-year euro yields rising by more than 400 bp. The recent market turmoil has exposed the increased vulnerability of banks, particularly those with significant exposures to long-term, fixed income assets, fueled by shorter-term, less stable funding. This challenging interest rate environment reinforces the strategic importance of asset-liability management (ALM) for banks. Indeed, a bank's survival now depends more than ever on prudent ALM. This book introduces the most common components of interest rate risk management within a bank's asset-liability management framework, including the concepts of economic value of equity (EVE), net interest income (NII), funds transfer pricing (FTP), and the replicating model. In addition to bridging the gap between widely used general interest rate risk management techniques in the fixed income area and what is best practice in European banks, the book also provides an update on recent changes in the regulatory framework for European banks' management of interest rate risk in the banking book (IRRBB), including new EBA guidelines. It also covers the latest developments in interest rate risk management, such as rapidly changing interest rates and modeling bank customers' behavior. 212 pp. Englisch.…

Codice articolo 9783031802072

Titolo
Bank Asset-Liability Management
Autore
Fidelio Tata
Editore
Springer Feb 2026
Anno di pubblicazione
2026
Condizione
Neu
Rilegatura
Taschenbuch
Lingua
inglese
ISBN 10
3031802071
ISBN 13
9783031802072
Peso dell'articolo
330 grammi
Dimensioni
235x155x12 mm

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germania

Venditore con 5 stelle

Venditore AbeBooks dal 11 gennaio 2012

Tariffe di spedizione da Germania a U.S.A.

ArticoloDa 5 a 15 giorni lavorativiDa 5 a 15 giorni lavorativi
Primo articoloEUR 23,00EUR 23,00
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Informazioni sull’azienda del venditore

BuchWeltWeit Ludwig Meier e.K.

Germania

BuchWeltWeit Inh. Ludwig Meier e.K.
Inhaber: Ludwig Meier
De-Gasperi-Str. 8
51469 Bergisch Gladbach
Deutschland

Tel.: +49(0)22028659300
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E-Mail: info@buchweltweit.de

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