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Author : James A. O'Brien
Publisher :
ISBN 13 :
Total Pages : 62 pages
Book Rating : 4.3/5 ( download)
Download or read book Estimating the Interest Rate Sensitivity of Liquid Retail Deposit Values written by James A. O'Brien and published by . This book was released on 1994 with total page 62 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : James O'Brien
Publisher :
ISBN 13 :
Total Pages : 58 pages
Book Rating : 4.3/5 ( download)
Download or read book Estimating the Interest Rate Sensitivity of Liquid Retail Deposit Values written by James O'Brien and published by . This book was released on 1994 with total page 58 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Mike Carhill
Publisher :
ISBN 13 :
Total Pages : 48 pages
Book Rating : 4.E/5 ( download)
Download or read book Information and Accuracy in Interest-rate-risk Simulation written by Mike Carhill and published by . This book was released on 1994 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Stavros A. Zenios
Publisher : Elsevier
ISBN 13 : 0080548563
Total Pages : 685 pages
Book Rating : 4.0/5 (85 download)
Download or read book Handbook of Asset and Liability Management written by Stavros A. Zenios and published by Elsevier. This book was released on 2007-08-08 with total page 685 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Handbooks in Finance are intended to be a definitive source for comprehensive and accessible information in the field of finance. Each individual volume in the series presents an accurate self-contained survey of a sub-field of finance, suitable for use by finance and economics professors and lecturers, professional researchers, graduate students and as a teaching supplement. It is fitting that the series Handbooks in Finance devotes a handbook to Asset and Liability Management. Volume 2 focuses on applications and case studies in asset and liability management.The growth in knowledge about practical asset and liability modeling has followed the popularity of these models in diverse business settings. This volume portrays ALM in practice, in contrast to Volume 1, which addresses the theories and methodologies behind these models. In original articles practitioners and scholars describe and analyze models used in banking, insurance, money management, individual investor financial planning, pension funds, and social security. They put the traditional purpose of ALM, to control interest rate and liquidity risks, into rich and broad-minded frameworks. Readers interested in other business settings will find their discussions of financial institutions both instructive and revealing.* Focuses on pragmatic applications * Relevant to a variety of risk-management industries* Analyzes models used in most financial sectors
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 : Alexandre Adam
Publisher : John Wiley & Sons
ISBN 13 : 9780470724118
Total Pages : 576 pages
Book Rating : 4.7/5 (241 download)
Download or read book Handbook of Asset and Liability Management written by Alexandre Adam and published by John Wiley & Sons. This book was released on 2008-03-11 with total page 576 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the Handbook of Asset and Liability Management: From Models to Optimal Return Strategies, Alexandre Adam presents a comprehensive guide to Asset and Liability Management. Written from a quantitative perspective with economic explanations, this book will appeal to both mathematicians and non-mathematicians alike as it gives an operational view on the business. Well structured, this book includes essential information on Balance Sheet Items and Products Modeling, Tools for Asset and Liability Managers, as well as Optimal Returns Strategies. Explaining, in detail, all the written and unwritten rules of Asset Liability Management, using up-to-date models and the latest findings, the Handbook of Asset and Liability Management is an essential tool for Asset and Liability Managers both for the present day and the future.
Author :
Publisher :
ISBN 13 :
Total Pages : 698 pages
Book Rating : 4.E/5 ( download)
Download or read book Proceedings of a Conference on Bank Structure and Competition written by and published by . This book was released on 1994 with total page 698 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 76 pages
Book Rating : 4.:/5 (31 download)
Download or read book The Fed in Print written by and published by . This book was released on 1994 with total page 76 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jean Dermine
Publisher : McGraw Hill Professional
ISBN 13 : 0071839496
Total Pages : 529 pages
Book Rating : 4.0/5 (718 download)
Download or read book Bank Valuation and Value Based Management: Deposit and Loan Pricing, Performance Evaluation, and Risk, 2nd Edition written by Jean Dermine and published by McGraw Hill Professional. This book was released on 2014-10-24 with total page 529 pages. Available in PDF, EPUB and Kindle. Book excerpt: The professional resource every investment banker must have—the definitive guide to complying with the brand-new Basel III requirements Anchored in the fields of economics and finance, Bank Valuation and Value Based Management, Second Edition details asset-liability management and provides rigorous foundations to discuss the control of value creation and risk in banks. Dermine delivers a framework that addresses critical bank management issues that include fund transfer pricing, risk-adjusted performance evaluation, deposit pricing, capital management, loan pricing and provisioning, securitization, and the measurement of interest rate risk. The book also covers important topics, such as capital management methods, resolution for non-performing loans and investments, and securitization and other structured products. Jean Dermine is the Professor of Banking and Finance at INSEAD and has taught at Wharton School of the University of Pennsylvania, the Universities of Louvain and Lausanne, CESAG, NYU, and Stockholm Schools of Economics.
Author : Natalya Martynova
Publisher : International Monetary Fund
ISBN 13 : 1513565818
Total Pages : 44 pages
Book Rating : 4.5/5 (135 download)
Download or read book Bank Profitability and Risk-Taking written by Natalya Martynova and published by International Monetary Fund. This book was released on 2015-11-25 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt: Traditional theory suggests that more profitable banks should have lower risk-taking incentives. Then why did many profitable banks choose to invest in untested financial instruments before the crisis, realizing significant losses? We attempt to reconcile theory and evidence. In our setup, banks are endowed with a fixed core business. They take risk by levering up to engage in risky ‘side activities’(such as market-based investments) alongside the core business. A more profitable core business allows a bank to borrow more and take side risks on a larger scale, offsetting lower incentives to take risk of given size. Consequently, more profitable banks may have higher risk-taking incentives. The framework is consistent with cross-sectional patterns of bank risk-taking in the run up to the recent financial crisis.
Author :
Publisher :
ISBN 13 :
Total Pages : 676 pages
Book Rating : 4.:/5 (45 download)
Download or read book Journal of Banking & Finance written by and published by . This book was released on 1998 with total page 676 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jeffry Straßer
Publisher : Springer Science & Business Media
ISBN 13 : 3658049030
Total Pages : 127 pages
Book Rating : 4.6/5 (58 download)
Download or read book Integrated Risk Management of Non-Maturing Accounts written by Jeffry Straßer and published by Springer Science & Business Media. This book was released on 2014-01-23 with total page 127 pages. Available in PDF, EPUB and Kindle. Book excerpt: Customer accounts that neither have a fixed maturity nor a fixed interest rate represent a substantial part of a consumer bank’s funding. The modelling for their risk management and pricing is a challenging yet crucial task in today’s asset/liability management, with increasing computational power allowing for new approaches. Jeffry Straßer outlines an implementation of a state-of-the-art dynamic replication model in detail. A case study with recent data supports the expected superiority of the model. Additionally, it provides tangible recommendations for model specifications derived from practical and mathematical consideration, as well as empirical findings. Practitioners will appreciate the comprehensive programming code attached.
Author : Russell L. Lamb
Publisher :
ISBN 13 :
Total Pages : 48 pages
Book Rating : 4.3/5 ( download)
Download or read book Why are Estimates of Agricultural Supply Response So Variable? written by Russell L. Lamb and published by . This book was released on 1996 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Margherita Bottero
Publisher : International Monetary Fund
ISBN 13 : 1498300855
Total Pages : 59 pages
Book Rating : 4.4/5 (983 download)
Download or read book Negative Monetary Policy Rates and Portfolio Rebalancing: Evidence from Credit Register Data written by Margherita Bottero and published by International Monetary Fund. This book was released on 2019-02-28 with total page 59 pages. Available in PDF, EPUB and Kindle. Book excerpt: We study negative interest rate policy (NIRP) exploiting ECB's NIRP introduction and administrative data from Italy, severely hit by the Eurozone crisis. NIRP has expansionary effects on credit supply-- -and hence the real economy---through a portfolio rebalancing channel. NIRP affects banks with higher ex-ante net short-term interbank positions or, more broadly, more liquid balance-sheets, not with higher retail deposits. NIRP-affected banks rebalance their portfolios from liquid assets to credit—especially to riskier and smaller firms—and cut loan rates, inducing sizable real effects. By shifting the entire yield curve downwards, NIRP differs from rate cuts just above the ZLB.
Author : Luís Brandão Marques
Publisher : International Monetary Fund
ISBN 13 : 1513570080
Total Pages : 84 pages
Book Rating : 4.5/5 (135 download)
Download or read book Negative Interest Rates written by Luís Brandão Marques and published by International Monetary Fund. This book was released on 2021-03-03 with total page 84 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper focuses on negative interest rate policies and covers a broad range of its effects, with a detailed discussion of findings in the academic literature and of broader country experiences.
Author : Paul H. Kupiec
Publisher :
ISBN 13 :
Total Pages : 72 pages
Book Rating : 4.3/5 ( download)
Download or read book Techniques for Verifying the Accuracy of Risk Measurement Models written by Paul H. Kupiec and published by . This book was released on 1995 with total page 72 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : United States. Congress. House. Committee on Banking and Financial Services
Publisher :
ISBN 13 :
Total Pages : 312 pages
Book Rating : 4.3/5 (121 download)
Download or read book Risk Assessment written by United States. Congress. House. Committee on Banking and Financial Services and published by . This book was released on 1996 with total page 312 pages. Available in PDF, EPUB and Kindle. Book excerpt:
