Téléchargez le livre : Interest Rate Risk in the Banking Book

Interest Rate Risk in the Banking Book

A Best Practice Guide to Management and Hedging

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Éditeur :

Wiley


Collection :

Wiley Finance

Paru le : 2021-10-15



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Description

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.
Pages
256 pages
Collection
Wiley Finance
Parution
2021-10-15
Marque
Wiley
EAN papier
9781119755012
EAN PDF
9781119755029
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
256
Taille du fichier
8120 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
87,56 €
EAN EPUB
9781119755036
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
256
Taille du fichier
8417 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
87,56 €

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