Please select an address

Profile

Back to Zangak Bookstore

Interest Rate Risk In The Banking Book
73 000 ֏
Zangak Bookstore
Interest Rate Risk In The Banking Book
Interest Rate Risk In The Banking Book
73 000 ֏
Zangak Bookstore
Description:
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.
Code:
ZK-00063780
*Required
​
Description

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.

About the product
Հրատարակչություն:
Wiley

Similar items

NEW
Հայոց լեզու 12

Հայոց լեզու 12

Zangak Bookstore

NEW
Հայոց լեզու 10

Հայոց լեզու 10

Zangak Bookstore

NEW
Հայոց լեզու 9

Հայոց լեզու 9

Zangak Bookstore

Notebook “Great Armenia”

Notebook “Great Armenia”

HaK’artez

Ալբերտ Էյնշտեյն

Ալբերտ Էյնշտեյն

Zangak Bookstore

Paola. Алфавит Паолы Волковой

Paola. Алфавит Паолы Волковой

Zangak Bookstore

В гостях у Джейн остин

В гостях у Джейн остин

Zangak Bookstore

Конвергентная культура. Столкновение старых и новых медиа

Конвергентная культура. Столкновение старых и новых медиа

Zangak Bookstore

Введение в мифологию

Введение в мифологию

Zangak Bookstore

Милош Ч. Легенды современности

Милош Ч. Легенды современности

Zangak Bookstore

Воображение мира: эссе

Воображение мира: эссе

Zangak Bookstore

Աղջիկ ջան, մի արդարացիր

Աղջիկ ջան, մի արդարացիր

Zangak Bookstore

Անցյալ և մոտիվացիա

Անցյալ և մոտիվացիա

Zangak Bookstore

Դժվար հիշվող անուն

Դժվար հիշվող անուն

Zangak Bookstore

Сонеты

Сонеты

Zangak Bookstore