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

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:

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• 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:

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

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