International Convergence of Capital Measurement and Capital Standards
Author :
Publisher : Lulu.com
Page : 294 pages
File Size : 43,58 MB
Release : 2004
Category : Bank capital
ISBN : 9291316695
Author :
Publisher : Lulu.com
Page : 294 pages
File Size : 43,58 MB
Release : 2004
Category : Bank capital
ISBN : 9291316695
Author :
Publisher :
Page : 414 pages
File Size : 40,95 MB
Release : 1986
Category :
ISBN :
Author : Anthony G. Cornyn
Publisher : Prentice Hall
Page : 0 pages
File Size : 28,61 MB
Release : 1997
Category : Interest rate risk
ISBN : 9780135704660
Author : John J. Stephens
Publisher : John Wiley & Sons
Page : 208 pages
File Size : 48,46 MB
Release : 2002-03-12
Category : Business & Economics
ISBN :
This book tackles the subject of interest rate risk, a matter of key importance to all businesses, whether borrowing, investing, saving or trading.
Author : Beata Lubinska
Publisher : John Wiley & Sons
Page : 263 pages
File Size : 50,37 MB
Release : 2021-11-01
Category : Business & Economics
ISBN : 1119755018
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.
Author : PAUL. NEWSON
Publisher :
Page : 255 pages
File Size : 40,28 MB
Release : 2017
Category : Banks and banking
ISBN : 9781782723257
Author : Rudi Zagst
Publisher : Springer Science & Business Media
Page : 349 pages
File Size : 39,45 MB
Release : 2013-04-17
Category : Business & Economics
ISBN : 3662121069
This book combines a rigorous overview of the mathematics of financial markets with an insight into the practical application of these models to the risk and portfolio management of interest-rate derivatives. It can also serve as a valuable textbook on financial markets for graduate and PhD students in mathematics. Interesting and comprehensive case studies illustrate the theoretical concepts.
Author : Gerald O. Bierwag
Publisher :
Page : 368 pages
File Size : 44,76 MB
Release : 1987
Category : Bonds
ISBN :
Author : Steven M. Bragg
Publisher : John Wiley & Sons
Page : 309 pages
File Size : 49,52 MB
Release : 2010-03-02
Category : Business & Economics
ISBN : 0470497084
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.
Author : Mr.Giovanni Dell'Ariccia
Publisher : International Monetary Fund
Page : 54 pages
File Size : 50,65 MB
Release : 2018-09-07
Category : Business & Economics
ISBN : 1484359623
This paper reviews empirical and theoretical work on the links between banks and their governments (the bank-sovereign nexus). How significant is this nexus? What do we know about it? To what extent is it a source of concern? What is the role of policy intervention? The paper concludes with a review of recent policy proposals.