Understanding And Managing Interest Rate Risks
Download Understanding And Managing Interest Rate Risks full books in PDF, epub, and Kindle. Read online free Understanding And Managing Interest Rate Risks ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
International Convergence of Capital Measurement and Capital Standards
Author | : Anonim |
Publsiher | : Lulu.com |
Total Pages | : 294 |
Release | : 2004 |
Genre | : Bank capital |
ISBN | : 9789291316694 |
Download International Convergence of Capital Measurement and Capital Standards Book in PDF, Epub and Kindle
Interest Rate Risk in the Banking Book
Author | : Beata Lubinska |
Publsiher | : John Wiley & Sons |
Total Pages | : 263 |
Release | : 2021-11-01 |
Genre | : Business & Economics |
ISBN | : 9781119755012 |
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.
Duration Analysis
Author | : Gerald O. Bierwag |
Publsiher | : Unknown |
Total Pages | : 368 |
Release | : 1987 |
Genre | : Bonds |
ISBN | : UCSC:32106008460856 |
Download Duration Analysis Book in PDF, Epub and Kindle
Understanding and Managing Interest Rate Risks
Author | : Ren-Raw Chen |
Publsiher | : World Scientific |
Total Pages | : 182 |
Release | : 1996 |
Genre | : Business & Economics |
ISBN | : 9810227515 |
Download Understanding and Managing Interest Rate Risks Book in PDF, Epub and Kindle
The book is a systematic summary of modern term structure theories and how interest rate contingent claims are priced under such theories. This is the first book on such an attempt. The book reviews important term structure models and chooses one model to consistantly demonstrate contingent claim pricing. Well-known models are included and their relationships are thoroughly discussed. The book also provides a complete process of model implementation from parameter estimation to hedging. Examples are provided throughout.
Managing Interest Rate Risk
Author | : John J. Stephens |
Publsiher | : John Wiley & Sons |
Total Pages | : 208 |
Release | : 2002-03-12 |
Genre | : Business & Economics |
ISBN | : CORNELL:31924089569242 |
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.
Introduction to Interest rate Risk
Author | : Brian Coyle |
Publsiher | : Global Professional Publishi |
Total Pages | : 156 |
Release | : 2001 |
Genre | : Business & Economics |
ISBN | : 0852974396 |
Download Introduction to Interest rate Risk Book in PDF, Epub and Kindle
� Worked examples illustrating key points � Explanation of complex or obscure terms � Full glossary of terms The titles in this series, all previously published by BPP Training, are now available in entirely updated and reformatted editions. Each offers an international perspective on a particular aspect of risk management. Topics include interest-rate exposures, fixed or floating-rate interest, term of funding and the yield curve, forward rates and the yield curve and basis risk, gap exposure, and price risk.
Interest Rate Risk Modeling
Author | : Sanjay K. Nawalkha,Gloria M. Soto,Natalia A. Beliaeva |
Publsiher | : John Wiley & Sons |
Total Pages | : 429 |
Release | : 2005-05-31 |
Genre | : Business & Economics |
ISBN | : 9780471737445 |
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.
Treasury Management
Author | : Steven M. Bragg |
Publsiher | : John Wiley & Sons |
Total Pages | : 309 |
Release | : 2010-03-02 |
Genre | : Business & Economics |
ISBN | : 9780470497081 |
Download Treasury Management Book in PDF, Epub and Kindle
TREASURY MANAGEMENT The Practitioner's Guide Treasury Management: The Practitioner's Guide describes all aspects of the treasury function. This comprehensive book includes chapters covering the treasury department, cash transfer methods, cash forecasting, cash concentration, working capital management, debt management, equity management, investment management, foreign exchange risk management, interest risk management, clearing and settlement systems, and treasury systems. If you are a treasurer, CFO, cash manager, or controller, Treasury Management: The Practitioner's Guide allows you to quickly grasp the real world of treasury management and the many practical and strategic issues faced by treasurers and financial professionals today.