Interest Rate Risk in the Banking Book (Hardcover)

Lingua: inglese

Editore: John Wiley & Sons Inc, New York, 2021

1119755018 / 9781119755012

Da: CitiRetail, Stevenage, Regno UnitoCitiRetail

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Hardcover. 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 authors 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 IRRBBLearn 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 consequencesExamine 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. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.

Codice articolo 9781119755012

Titolo
Interest Rate Risk in the Banking Book (Hardcover)
Autore
Beata Lubinska
Editore
John Wiley & Sons Inc, New York
Anno di pubblicazione
2021
Condizione
new
Rilegatura
Hardcover
Lingua
inglese
ISBN 10
1119755018
ISBN 13
9781119755012

CitiRetail

Stevenage, Regno Unito

Venditore con 5 stelle

Venditore AbeBooks dal 29 giugno 2022

Tariffe di spedizione da Regno Unito a U.S.A.

ArticoloDa 7 a 14 giorni lavorativiDa 7 a 60 giorni lavorativi
Primo articoloEUR 43,20EUR 43,20
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