Interest Rate Risk in the Banking Book : A Best Practice Guide to Management and Hedging

Lingua: inglese

Editore: John Wiley & Sons Inc Okt 2021, 2021

1119755018 / 9781119755012

Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH

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Venditore AbeBooks dal 14 agosto 2006

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Descrizione dell’articolo da parte del venditore

Neuware - 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 implicationsWritten by London market risk expert Beata Lubinska, Interest Rate Risk in the Banking Book is the authoritative resource on this evolving topic.

Codice articolo 9781119755012

Titolo
Interest Rate Risk in the Banking Book : A Best Practice Guide to Management and Hedging
Autore
Beata Lubinska
Editore
John Wiley & Sons Inc Okt 2021
Anno di pubblicazione
2021
Condizione
Neu
Rilegatura
Buch
Lingua
inglese
ISBN 10
1119755018
ISBN 13
9781119755012
Peso dell'articolo
632 grammi
Dimensioni
247x172x20 mm

AHA-BUCH GmbH

Einbeck, Germania

Venditore con 5 stelle

Venditore AbeBooks dal 14 agosto 2006

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

ArticoloDa 5 a 7 giorni lavorativiDa 7 a 10 giorni lavorativi
Primo articoloEUR 30,50EUR 30,50
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