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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 : Beata Lubinska
Publisher : John Wiley & Sons
ISBN 13 : 1119755018
Total Pages : 263 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 2021-11-01 with total page 263 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 :
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 : Ghassem A. Homaifar
Publisher : John Wiley & Sons
ISBN 13 : 0471281158
Total Pages : 400 pages
Book Rating : 4.4/5 (712 download)
Download or read book Managing Global Financial and Foreign Exchange Rate Risk written by Ghassem A. Homaifar and published by John Wiley & Sons. This book was released on 2003-12-22 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive guide to managing global financial risk From the balance of payment exposure to foreign exchange and interest rate risk, to credit derivatives and other exotic options, futures, and swaps for mitigating and transferring risk, this book provides a simple yet comprehensive analysis of complex derivatives pricing and their application in risk management. The risk posed by foreign exchange transactions stems from the volatility of the exchange rate, the volatility of the interest rates, and factors unique to individual companies which are interrelated. To protect and hedge against adverse currency and interest rate changes, multinational corporations need to take concrete steps for mitigating these risks. Managing Global Financial and Foreign Exchange Rate Risk offers a thorough treatment of price, foreign currency, and interest rate risk management practices of multinational corporations in a dynamic global economy. It lays out the pros and cons of various hedging instruments, as well as the economic cost benefit analysis of alternative hedging vehicles. Written in a detailed yet user–friendly manner, this resource provides treasurers and other financial managers with the tools they need to manage their various exposures to credit, price, and foreign exchange risk. Managing Global Financial and Foreign Exchange Rate Risk covers various swaps in this geometrically growing field with notional principal in excess of $120 trillion. From caplet and corridors to call and put swaptions this book covers the micro structure of the swaps, options, futures, and foreign exchange markets. From credit default swap and transfer and convertibility options to asset swap switch and weather derivatives this book illustrates their simple pricing and application. To show real-world examples, each chapter includes a case study highlighting a specific problem, as well as a set of steps to solve it. Numerous charts accompanied with actual Wall Street figures provide the reader with the opportunity to comprehend and appreciate the role and function of derivatives, which are often misunderstood in the financial market. This detailed resource will guide the individual, government and multinational corporations safely through the maze of various exposures. A must-read for treasures, controllers, money mangers, portfolio managers, security analyst and academics, Managing Global Financial and Foreign Exchange Rate Risk represents an important collection of up-to-date risk management solutions. Ghassem A. Homaifar is a professor of financial economics at Middle Tennessee State University. He has Master of Science in Industrial Management from State University of New York at Stony Brook and PhD in Finance from University of Alabama in 1982. He is the author of numerous articles that have appeared in the Journal of Risk and Insurance, Journal of Business Finance and Accounting, Weltwirtschsftliches Archiv Review of World Economics, Advances in Futures and Options Research,Applied Financial Economics, Applied Economics, International Economics, and Global Finance Journal.
Author :
Publisher :
ISBN 13 :
Total Pages : 488 pages
Book Rating : 4.:/5 (932 download)
Download or read book The Practitioner's Guide to Interest Rate Risk Management written by and published by . This book was released on 1995 with total page 488 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Victor Macrae
Publisher : Pearson UK
ISBN 13 : 1292017597
Total Pages : 193 pages
Book Rating : 4.2/5 (92 download)
Download or read book Mastering Interest Rate Risk Strategy written by Victor Macrae and published by Pearson UK. This book was released on 2015-05-14 with total page 193 pages. Available in PDF, EPUB and Kindle. Book excerpt: Financial institutions, private and public companies and governments can lose vast amounts of money from even minor changes in interest rates. Because of this, complex financial instruments have been developed to mitigate these exposures. But what happens when organisations hedge themselves to ill-advised and ill-formulated financial management strategies? Based on a proven analytical method, Mastering Interest Rate Risk Strategy explains, step-by-step, how to set up and run a sound interest rate risk strategy. Influenced by the author’s work with leading companies and tested with banks, the book will help readers bring risk under control, raise profits and ensure healthy cash flows. Mastering Interest Rate Risk Strategy: Shows you how to mitigate interest rate risk using the most advanced risk management techniques Provides you with an analytical method that is proven both academically and in practice Uses examples and real life cases to support the transfer of knowledge and skills The full text downloaded to your computer With eBooks you can: search for key concepts, words and phrases make highlights and notes as you study share your notes with friends eBooks are downloaded to your computer and accessible either offline through the Bookshelf (available as a free download), available online and also via the iPad and Android apps. Upon purchase, you'll gain instant access to this eBook. Time limit The eBooks products do not have an expiry date. You will continue to access your digital ebook products whilst you have your Bookshelf installed.
Author : Steve L. Allen
Publisher : John Wiley & Sons
ISBN 13 : 1118226526
Total Pages : 608 pages
Book Rating : 4.1/5 (182 download)
Download or read book Financial Risk Management written by Steve L. Allen and published by John Wiley & Sons. This book was released on 2012-12-19 with total page 608 pages. Available in PDF, EPUB and Kindle. Book excerpt: A top risk management practitioner addresses the essentialaspects of modern financial risk management In the Second Edition of Financial Risk Management +Website, market risk expert Steve Allen offers an insider'sview of this discipline and covers the strategies, principles, andmeasurement techniques necessary to manage and measure financialrisk. Fully revised to reflect today's dynamic environment and thelessons to be learned from the 2008 global financial crisis, thisreliable resource provides a comprehensive overview of the entirefield of risk management. Allen explores real-world issues such as proper mark-to-marketvaluation of trading positions and determination of needed reservesagainst valuation uncertainty, the structuring of limits to controlrisk taking, and a review of mathematical models and how they cancontribute to risk control. Along the way, he shares valuablelessons that will help to develop an intuitive feel for market riskmeasurement and reporting. Presents key insights on how risks can be isolated, quantified,and managed from a top risk management practitioner Offers up-to-date examples of managing market and creditrisk Provides an overview and comparison of the various derivativeinstruments and their use in risk hedging Companion Website contains supplementary materials that allowyou to continue to learn in a hands-on fashion long after closingthe book Focusing on the management of those risks that can besuccessfully quantified, the Second Edition of FinancialRisk Management + Websiteis the definitive source for managingmarket and credit risk.
Author : Steven M. Bragg
Publisher : John Wiley & Sons
ISBN 13 : 0470497084
Total Pages : 309 pages
Book Rating : 4.4/5 (74 download)
Download or read book Treasury Management written by Steven M. Bragg and published by John Wiley & Sons. This book was released on 2010-03-02 with total page 309 pages. Available in PDF, EPUB and Kindle. Book excerpt: TREASURY MANAGEMENT The Practitioner's Guide Treasury Management: The Practitioner's Guide describes all aspects of the treasury function. This comprehensive book includes chapters covering the treasury department, cash transfer methods, cash forecasting, cash concentration, working capital management, debt management, equity management, investment management, foreign exchange risk management, interest risk management, clearing and settlement systems, and treasury systems. If you are a treasurer, CFO, cash manager, or controller, Treasury Management: The Practitioner's Guide allows you to quickly grasp the real world of treasury management and the many practical and strategic issues faced by treasurers and financial professionals today.
Author : PAUL. NEWSON
Publisher :
ISBN 13 : 9781782723257
Total Pages : 255 pages
Book Rating : 4.7/5 (232 download)
Download or read book Interest Rate Risk in the Banking Book written by PAUL. NEWSON and published by . This book was released on 2017 with total page 255 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Sanjay K. Nawalkha
Publisher : John Wiley & Sons
ISBN 13 : 0471427241
Total Pages : 436 pages
Book Rating : 4.4/5 (714 download)
Download or read book Interest Rate Risk Modeling written by Sanjay K. Nawalkha and published by John Wiley & Sons. This book was released on 2005-05-09 with total page 436 pages. Available in PDF, EPUB and Kindle. Book excerpt: The definitive guide to fixed income valuation and risk analysis The Trilogy in Fixed Income Valuation and Risk Analysis comprehensively covers the most definitive work on interest rate risk, term structure analysis, and credit risk. The first book on interest rate risk modeling examines virtually every well-known IRR model used for pricing and risk analysis of various fixed income securities and their derivatives. The companion CD-ROM contain numerous formulas and programming tools that allow readers to better model risk and value fixed income securities. This comprehensive resource provides readers with the hands-on information and software needed to succeed in this financial arena.
Author : Bernard Manson
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (874 download)
Download or read book The Practitioner's Guide to Interest Rate Risk Management written by Bernard Manson and published by . This book was released on 1993 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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 : Massimo Morini
Publisher : John Wiley & Sons
ISBN 13 : 0470977744
Total Pages : 452 pages
Book Rating : 4.4/5 (79 download)
Download or read book Understanding and Managing Model Risk written by Massimo Morini and published by John Wiley & Sons. This book was released on 2011-10-20 with total page 452 pages. Available in PDF, EPUB and Kindle. Book excerpt: A guide to the validation and risk management of quantitative models used for pricing and hedging Whereas the majority of quantitative finance books focus on mathematics and risk management books focus on regulatory aspects, this book addresses the elements missed by this literature--the risks of the models themselves. This book starts from regulatory issues, but translates them into practical suggestions to reduce the likelihood of model losses, basing model risk and validation on market experience and on a wide range of real-world examples, with a high level of detail and precise operative indications.
Author : Alexander Dill
Publisher : Taylor & Francis
ISBN 13 : 1000702731
Total Pages : 327 pages
Book Rating : 4.0/5 (7 download)
Download or read book Bank Regulation, Risk Management, and Compliance written by Alexander Dill and published by Taylor & Francis. This book was released on 2019-10-01 with total page 327 pages. Available in PDF, EPUB and Kindle. Book excerpt: Bank Regulation, Risk Management, and Compliance is a concise yet comprehensive treatment of the primary areas of US banking regulation – micro-prudential, macroprudential, financial consumer protection, and AML/CFT regulation – and their associated risk management and compliance systems. The book’s focus is the US, but its prolific use of standards published by the Basel Committee on Banking Supervision and frequent comparisons with UK and EU versions of US regulation offer a broad perspective on global bank regulation and expectations for internal governance. The book establishes a conceptual framework that helps readers to understand bank regulators’ expectations for the risk management and compliance functions. Informed by the author’s experience at a major credit rating agency in helping to design and implement a ratings compliance system, it explains how the banking business model, through credit extension and credit intermediation, creates the principal risks that regulation is designed to mitigate: credit, interest rate, market, and operational risk, and, more broadly, systemic risk. The book covers, in a single volume, the four areas of bank regulation and supervision and the associated regulatory expectations and firms’ governance systems. Readers desiring to study the subject in a unified manner have needed to separately consult specialized treatments of their areas of interest, resulting in a fragmented grasp of the subject matter. Banking regulation has a cohesive unity due in large part to national authorities’ agreement to follow global standards and to the homogenizing effects of the integrated global financial markets. The book is designed for legal, risk, and compliance banking professionals; students in law, business, and other finance-related graduate programs; and finance professionals generally who want a reference book on bank regulation, risk management, and compliance. It can serve both as a primer for entry-level finance professionals and as a reference guide for seasoned risk and compliance officials, senior management, and regulators and other policymakers. Although the book’s focus is bank regulation, its coverage of corporate governance, risk management, compliance, and management of conflicts of interest in financial institutions has broad application in other financial services sectors. Chapter 6 of this book is freely available as a downloadable Open Access PDF at http://www.taylorfrancis.com under a Creative Commons Attribution-Non Commercial-No Derivatives (CC-BY-NC-ND) 4.0 license.
Author : Philippa X. Girling
Publisher : John Wiley & Sons
ISBN 13 : 1118532457
Total Pages : 354 pages
Book Rating : 4.1/5 (185 download)
Download or read book Operational Risk Management written by Philippa X. Girling and published by John Wiley & Sons. This book was released on 2013-10-14 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt: A best practices guide to all of the elements of an effective operational risk framework While many organizations know how important operational risks are, they still continue to struggle with the best ways to identify and manage them. Organizations of all sizes and in all industries need best practices for identifying and managing key operational risks, if they intend on exceling in today's dynamic environment. Operational Risk Management fills this need by providing both the new and experienced operational risk professional with all of the tools and best practices needed to implement a successful operational risk framework. It also provides real-life examples of successful methods and tools you can use while facing the cultural challenges that are prevalent in this field. Contains informative post-mortems on some of the most notorious operational risk events of our time Explores the future of operational risk in the current regulatory environment Written by a recognized global expert on operational risk An effective operational risk framework is essential for today's organizations. This book will put you in a better position to develop one and use it to identify, assess, control, and mitigate any potential risks of this nature.
Author : Anthony G. Cornyn
Publisher : Global Professional Publishi
ISBN 13 : 9781888998047
Total Pages : 458 pages
Book Rating : 4.9/5 (98 download)
Download or read book Interest Rate Risk Models written by Anthony G. Cornyn and published by Global Professional Publishi. This book was released on 1997 with total page 458 pages. Available in PDF, EPUB and Kindle. Book excerpt: � Practical guide for asset-liability managers faced with the decision as to whether to build or buy a financial model � Topics include modeling cash flows, net investment income versus net portfolio value, projections of interest rates, and volatility A guide for asset-liability managers and other investment professionals who are faced with the decision of whether to build or buy a financial model to measure, monitor, and help manage their institution's risk exposure. It reviews the evolution of interest rate risk models and evaluates the state-of-the-art models in use. Includes Modeling cash flows; modeling the term structure; OAS technology; net interest income versus net portfolio value; build versus buy analysis; practical methods for deriving input assumptions; prepayment rates; deposit decay rates; projections of interest rate and volatility.
Author : Beata Lubinska
Publisher : John Wiley & Sons
ISBN 13 : 1119635489
Total Pages : 244 pages
Book Rating : 4.1/5 (196 download)
Download or read book Asset Liability Management Optimisation written by Beata Lubinska and published by John Wiley & Sons. This book was released on 2020-04-20 with total page 244 pages. Available in PDF, EPUB and Kindle. Book excerpt: An advanced method for financial institutions to optimize Asset Liability Management for maximized return and minimized risk Financial institutions today are facing daunting regulatory and economic challenges. As they manage bank regulation and competition, institutions are also optimizing their Asset Liability Management (ALM) operations. The function of the ALM unit today goes beyond risk management related to the banking book into managing regulatory capital and positioning the balance sheet to maximize profit. Asset Liability Management Optimization: A Practitioner's Guide to Balance Sheet Management and Remodelling offers a step-by-step process for modeling and reshaping a bank's balance sheet. Based on the author's extensive research, it describes how to apply a quantifiable optimization method to help maximize asset return and minimize funding cost in the banking book. ALM ranks as a key component of any financial institution's overall operating strategy. Now, financial professionals can use an advanced solution for optimizing ALM. This book takes a closer look at the evolving role of the ALM function and the target position of the banking book. It provides strategies for active management, structuring, and hedging of a bank balance sheet, while also exploring additional topics related to ALM. A description of the Funds Transfer Pricing (FTP) process related to a bank’s target position Detailed examinations of interest rate risk in the banking book (IRRBB) Discussion of Basel III regulatory requirements and maturity gap analysis Overview of customer behavior, along with its impact on interest rate and liquidity risk Practical spreadsheet models (NII sensitivity and EVE volatility IRRBB model, simplified optimization model for minimization of average funding cost for a bank and an example of behavioral model for Non-Maturing Deposits) Explorations of model risk, sensitivity analysis, and case studies The optimization techniques found in Asset Liability Management Optimization can prove vital to financial professionals who are tasked with maximizing asset return and reducing funding costs as a critical part of business objectives.
