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Interest Rate Risk in the Banking Book: A Best Practice Guide to Management and Hedging 1st Edition

Name: Interest Rate Risk in the Banking Book: A Best Practice Guide to Management and Hedging 1st Edition
SKU: EB-36386030
Price: 25.00 USD
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Original price was: $50.00.Current price is: $25.00.

Interest Rate Risk in the Banking Book: A Best Practice Guide to Management and Hedging Beata Lubinska Digital Instant Download

Author(s): Beata Lubinska

ISBN(s): 9781119755012, 1119755018

File Details: PDF, 7.80 MB

Year: 2021

Language: English

SKU: EB-36386030 Category: Business & Economics - Mathematical Economics Tags: Banking Book, Beata Lubinska, Management, Practice Guide

Description

Interest Rate Risk in the Banking Book: A Best Practice Guide to Management and Hedging 1st Edition – Ebook Instant Download/Delivery ISBN(s): 9781119755012,1119755018

Product details:

ISBN-10:
ISBN-13:
Author: Beata Lubinska

Interest Rate Risk in the Banking Book: A Best Practice Guide to Management and Hedging 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.

Table contents:

What is IRRBB and why is it important?
How to identify and measure Interest Rate Risk in the Banking Book
How to manage IRRBB
Behaviouralisation of items without deterministic maturity and their impact on IRRBB
Interest rate risk and asset liability management
IRRBB stress test, reverse stress test and ICAAP
IRRBB governance and framework

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