Read Books Online and Download eBooks, EPub, PDF, Mobi, Kindle, Text Full Free.
Download Hedging Interest Rate Risk In Commercial Banks full books in PDF, epub, and Kindle. Read online Hedging Interest Rate Risk In Commercial Banks ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Author : Carter Blake Smith
Publisher :
ISBN 13 :
Total Pages : 96 pages
Book Rating : 4.:/5 (1 download)
Download or read book Hedging interest rate risk in commercial banks written by Carter Blake Smith and published by . This book was released on 1983 with total page 96 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher : Lulu.com
ISBN 13 : 9291316695
Total Pages : 294 pages
Book Rating : 4.2/5 (913 download)
Download or read book International Convergence of Capital Measurement and Capital Standards written by and published by Lulu.com. This book was released on 2004 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Beata Lubinska
Publisher : John Wiley & Sons
ISBN 13 : 1119755034
Total Pages : 256 pages
Book Rating : 4.1/5 (197 download)
Download or read book Interest Rate Risk in the Banking Book written by Beata Lubinska and published by John Wiley & Sons. This book was released on 2021-10-15 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 : John J. Stephens
Publisher : John Wiley & Sons
ISBN 13 :
Total Pages : 208 pages
Book Rating : 4.E/5 ( download)
Download or read book Managing Interest Rate Risk written by John J. Stephens and published by John Wiley & Sons. This book was released on 2002-03-12 with total page 208 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book tackles the subject of interest rate risk, a matter of key importance to all businesses, whether borrowing, investing, saving or trading.
Author : Douglas T. Breeden
Publisher :
ISBN 13 :
Total Pages : 69 pages
Book Rating : 4.:/5 (184 download)
Download or read book Hedging Interest-rate Risks with Futures, Swaps, and Options written by Douglas T. Breeden and published by . This book was released on 1988 with total page 69 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Kyna K. Estes
Publisher :
ISBN 13 :
Total Pages : 114 pages
Book Rating : 4.:/5 (43 download)
Download or read book The Use of Financial Derivatives by Rural Commercial Banks to Hedge Against Interest Rate Risk written by Kyna K. Estes and published by . This book was released on 1999 with total page 114 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Brian Coyle
Publisher : Global Professional Publishi
ISBN 13 : 9780852974452
Total Pages : 172 pages
Book Rating : 4.9/5 (744 download)
Download or read book Hedging Interest-rate Exposures written by Brian Coyle and published by Global Professional Publishi. This book was released on 2001 with total page 172 pages. Available in PDF, EPUB and Kindle. Book excerpt: � Worked examples illustrating key points � Explanation of complex or obscure terms � Full glossary of terms The titles in this series, all previously published by BPP Training, are now available in entirely updated and reformatted editions. Each offers an international perspective on a particular aspect of risk management. Topics include interest-rate risk, identifying interest-rate exposures, hedging policy, forward rate agreements, structural hedging, and hedging with derivative instruments and interest-rate futures, options and swaps
Author : Donna M. Howe
Publisher : Prentice Hall
ISBN 13 :
Total Pages : 368 pages
Book Rating : 4.4/5 (91 download)
Download or read book A Guide to Managing Interest-rate Risk written by Donna M. Howe and published by Prentice Hall. This book was released on 1992 with total page 368 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Divya Kirti
Publisher : International Monetary Fund
ISBN 13 : 1475569742
Total Pages : 56 pages
Book Rating : 4.4/5 (755 download)
Download or read book Why Do Bank-Dependent Firms Bear Interest-Rate Risk? written by Divya Kirti and published by International Monetary Fund. This book was released on 2017-01-19 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt: I document that floating-rate loans from banks (particularly important for bank-dependent firms) drive most variation in firms' exposure to interest rates. I argue that banks lend to firms at floating rates because they themselves have floating-rate liabilities, supporting this with three key findings. Banks with more floating-rate liabilities, first, make more floating-rate loans, second, hold more floating-rate securities, and third, quote lower prices for floating-rate loans. My results establish an important link between intermediaries' funding structure and the types of contracts used by non-financial firms. They also highlight a role for banks in the balance-sheet channel of monetary policy.
Author : Lyes Boukrami
Publisher :
ISBN 13 :
Total Pages : 46 pages
Book Rating : 4.:/5 (129 download)
Download or read book The Use of Interest Rate Swaps by Commercial Banks written by Lyes Boukrami and published by . This book was released on 2003 with total page 46 pages. Available in PDF, EPUB and Kindle. Book excerpt: The need for the management of interest rate risk has driven bank managers to use new financial tools. Banks interest rate exposure associated with a mismatch between assets and liabilities can be measured using traditional GAP and duration GAP analysis. Derivative instruments are new tools used by banks in order to adjust the amount of assumed interest rate risk. These instruments include interest rate swaps, interest rate futures and forward rate agreements. This study using annual data for the year 2001 tried to shed some light on the pattern of interest rate swap use for asset liability purposes by a number of leading US Commercial banks. Thus the banks' specific characteristics (size, asset quality, capitalisation, profitability, interest rate risk profile) are regressed against the notional amount of the interest rate swaps reported as hedging activities. The results suggests that larger banks (as measured by the number of total assets) tend to use interest rate swaps more intensively than smaller banks. In addition, the study has found that banks with better asset quality tend to be more intensive users of interest rate swaps than those with weaker asset quality. Finally the study found that banks with high capitalisation are bigger users of the interest rate swaps than those with lower capitalisation.
Author : John Richard Phelps
Publisher :
ISBN 13 :
Total Pages : 280 pages
Book Rating : 4.3/5 (129 download)
Download or read book The Interest Rate Risk of Commercial Banks written by John Richard Phelps and published by . This book was released on 1987 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Mark Carey
Publisher : University of Chicago Press
ISBN 13 : 0226092984
Total Pages : 669 pages
Book Rating : 4.2/5 (26 download)
Download or read book The Risks of Financial Institutions written by Mark Carey and published by University of Chicago Press. This book was released on 2007-11-01 with total page 669 pages. Available in PDF, EPUB and Kindle. Book excerpt: Until about twenty years ago, the consensus view on the cause of financial-system distress was fairly simple: a run on one bank could easily turn to a panic involving runs on all banks, destroying some and disrupting the financial system. Since then, however, a series of events—such as emerging-market debt crises, bond-market meltdowns, and the Long-Term Capital Management episode—has forced a rethinking of the risks facing financial institutions and the tools available to measure and manage these risks. The Risks of Financial Institutions examines the various risks affecting financial institutions and explores a variety of methods to help institutions and regulators more accurately measure and forecast risk. The contributors--from academic institutions, regulatory organizations, and banking--bring a wide range of perspectives and experience to the issue. The result is a volume that points a way forward to greater financial stability and better risk management of financial institutions.
Author : Benton E. Gup
Publisher : Irwin Professional Publishing
ISBN 13 : 9781557383709
Total Pages : 276 pages
Book Rating : 4.3/5 (837 download)
Download or read book Interest Rate Risk Management written by Benton E. Gup and published by Irwin Professional Publishing. This book was released on 1993-01 with total page 276 pages. Available in PDF, EPUB and Kindle. Book excerpt: In Interest Rate Risk Management experts Benton Gup and Robert Brooks explain how banks and other types of financial institutions can use derivative securities to reduce interest rate risk. Comprehensive and in-depth, the book examines the effects of interest rate risk; the effects of interest rate changes on the value of financial assets; traditional and state-of-the art asset liability management techniques; how to hedge interest rate risks using forwards, futures, swaps and various types of options; regulatory and accounting considerations; and interest rate risk management policies. Thorough appendices provide greater detail through discussion of technical details and mathematics. An extensive glossary is provided for quick reference.
Author : Shahsuzan Zakaria
Publisher : Routledge
ISBN 13 : 0429758642
Total Pages : 339 pages
Book Rating : 4.4/5 (297 download)
Download or read book Financial Risk Management in Banking written by Shahsuzan Zakaria and published by Routledge. This book was released on 2019-08-08 with total page 339 pages. Available in PDF, EPUB and Kindle. Book excerpt: As risk-taking is an essential part of the banking industry, banks must practise efficient risk management to ensure survival in uncertain financial climates. Banking operations are specifically affected by fluctuations in interest rates which cause financial imbalance; thus banks are now required to put in place an effective management structure that incorporates risk management efficiency measures that help mitigate the wide range of risks they face. In this book, the authors have developed a new modelling approach to determine banks’ financial risk management by offering detailed insights into the integrated approach of dollar-offset ratio and Data Envelopment Analysis (DEA), based on derivatives usage. It further analyses the efficiency measurement under stochastic DEA approaches, namely (i) Bootstrap DEA (BDEA), (ii) Sensitivity Analysis and (iii) Chance-Constrained DEA (CCDEA). As demonstrated in the modelling exercise, this integrated approach can be applied to other cases that require risk management efficiency measurement strategies. Additionally, this is the first book to comprehensively review the derivative markets of both the developed and developing countries in the Asia-Pacific region, by examining the differences of risk management efficiency of the banking institutions in these countries. Based on this measurement approach, strategies are provided for banks to improve their strategic risk management practices, as well as to reduce the impacts from external risks, such as changes in interest rates and exchange rates. Furthermore, this book will help banks to keep abreast of recent developments in the field of efficiency studies in management accounting, specifically in relation to hedge accounting, used by banks in the Asia-Pacific region.
Author : Martin Feldstein
Publisher : University of Chicago Press
ISBN 13 : 9780226240916
Total Pages : 212 pages
Book Rating : 4.2/5 (49 download)
Download or read book The Risk of Economic Crisis written by Martin Feldstein and published by University of Chicago Press. This book was released on 1991-08-13 with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt: Based on a special National Bureau of Economic Research conference held in Oct. 1989. Includes bibliographical references and indexes.
Author : Damian Kissane
Publisher :
ISBN 13 :
Total Pages : 144 pages
Book Rating : 4.3/5 ( download)
Download or read book Interest Rate Risk Management written by Damian Kissane and published by . This book was released on 1988 with total page 144 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Luís Vasco Lourenço Pinheiro
Publisher :
ISBN 13 :
Total Pages : 37 pages
Book Rating : 4.:/5 (129 download)
Download or read book How Do Banks Manage Interest Rate Risk written by Luís Vasco Lourenço Pinheiro and published by . This book was released on 2008 with total page 37 pages. Available in PDF, EPUB and Kindle. Book excerpt: Given the importance of interest rates risk in the banking industry, we study the success of banks interest rate hedging practices from 1980-2003. Using a sample of 371 banks, we investigate how well managers forecast interest rate movements by managing their own duration gaps. We also extend Flannery et al. (1984) factor model and recommend additional factors (slope, credit spread, foreign exchange and convexity) to explain bank stock returns. The major finding is that on average managers are not good forecasters. This result suggests that the majority of banks should focus more on the core business (loans and deposits) instead of viewing the asset and liability management as a profit center.
