Read Interest Rate Risk in the Banking Book: A Best Practice Guide to Management and Hedging (Wiley Finance)

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

Beata Lubinska

4.9/5 (30033 ratings)

Description:A product of the author's extensive research work, this book presents an advanced method for optimizing Asset Liability Management as a solution to the regulatory and economic challenges faced by banks today. This practical method is a step-by-step process for modeling and reshaping a bank's balance sheet that entails application of a quantifiable optimization method to help maximize asset return and minimize funding cost in the banking book, and subsequently describes the Funds Transfer Pricing (FTP) process as a mean to achieve the target position of a bank. The book will also discuss detailed concepts of ALM, IRRBB, the FTP framework, and strategies for active management, structuring and hedging of a balance sheet.Highlights of the book include:The evolving role of the ALM function and target position of the banking book Regulatory requirements - Basel III Maturity Gap analysis The role of the Funds Transfer Pricing in banks Customer behavior and its impact on interest rate risk and liquidity risk Model risk and sensitivity analysis Case studies illustrating concepts and applicationsWe have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Interest Rate Risk in the Banking Book: A Best Practice Guide to Management and Hedging (Wiley Finance). To get started finding Interest Rate Risk in the Banking Book: A Best Practice Guide to Management and Hedging (Wiley Finance), you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.

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ISBN: 1119755018

Description: A product of the author's extensive research work, this book presents an advanced method for optimizing Asset Liability Management as a solution to the regulatory and economic challenges faced by banks today. This practical method is a step-by-step process for modeling and reshaping a bank's balance sheet that entails application of a quantifiable optimization method to help maximize asset return and minimize funding cost in the banking book, and subsequently describes the Funds Transfer Pricing (FTP) process as a mean to achieve the target position of a bank. The book will also discuss detailed concepts of ALM, IRRBB, the FTP framework, and strategies for active management, structuring and hedging of a balance sheet.Highlights of the book include:The evolving role of the ALM function and target position of the banking book Regulatory requirements - Basel III Maturity Gap analysis The role of the Funds Transfer Pricing in banks Customer behavior and its impact on interest rate risk and liquidity risk Model risk and sensitivity analysis Case studies illustrating concepts and applicationsWe have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Interest Rate Risk in the Banking Book: A Best Practice Guide to Management and Hedging (Wiley Finance). To get started finding Interest Rate Risk in the Banking Book: A Best Practice Guide to Management and Hedging (Wiley Finance), you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.

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

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

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