Read Books Online and Download eBooks, EPub, PDF, Mobi, Kindle, Text Full Free.
Mastering Interest Rate Risk Strategy
Download Mastering Interest Rate Risk Strategy full books in PDF, epub, and Kindle. Read online Mastering Interest Rate Risk Strategy ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Book Synopsis Mastering Interest Rate Risk Strategy by : Victor Macrae
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.
Book Synopsis A Guide to Managing Interest-rate Risk by : Donna M. Howe
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:
Book Synopsis Interest Rate Risk Measurement and Management by : Sanjay K. Nawalkha
Download or read book Interest Rate Risk Measurement and Management written by Sanjay K. Nawalkha and published by I.I. Books. This book was released on 1999 with total page 588 pages. Available in PDF, EPUB and Kindle. Book excerpt: Interest Rate Risk Measurement and Management presents a collection of the key contributions in fixed-income investment research. This complete practitioners' manual showcases every major topic in interest rate risk management with detailed analyses and full treatment of equations and statistical measures. It is a substantial investment resource on: single and multi-factor duration risk measures; interest rate risk models for fixed income derivatives; and interest rate risk models for depositories, thrifts, the FDIC, insurers and pension funds.
Book Synopsis Interest Rate Risk in the Banking Book by : Beata Lubinska
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.
Book Synopsis Interest Rate Risk Management by : Christine Helliar
Download or read book Interest Rate Risk Management written by Christine Helliar and published by Elsevier. This book was released on 2005-05-04 with total page 135 pages. Available in PDF, EPUB and Kindle. Book excerpt: Financial risk management is currently subject to much debate, especially the accounting for derivative products, and a number of commentators are objecting to the introduction of International Accounting Standard IAS 39 for Derivatives that will be in force by January 2005 for all EU companies. The topic of hedge accounting and the treatment of fair values may have a significant impact on many companies reported profits, and the volatility of earnings is likely to increase. Uniquely this monograph focuses on interest rate risk management. Most studies of corporate risk management have typically dwelt on the topic of management of exchange rate risk, with interest rate risk management being neglected. The book's findings examine the views of UK corporate treasurers who are usually involved in the risk management strategies of their organisation and who have responsibility for implementing those strategies in practice.* The research is the first comprehensive UK study on this area* Relevant to the imminent arrival of IAS 39, the International Accounting Standard for Derivatives that will be in force by January 2005 for all EU companies.* The findings of the book have implications for government policy and regulators
Book Synopsis Controlling & Managing Interest-rate Risk by : Anthony G. Cornyn
Download or read book Controlling & Managing Interest-rate Risk written by Anthony G. Cornyn and published by Prentice Hall. This book was released on 1997 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis The Handbook of Interest Rate Risk Management by : Jack Clark Francis
Download or read book The Handbook of Interest Rate Risk Management written by Jack Clark Francis and published by Irwin Professional Publishing. This book was released on 1994 with total page 832 pages. Available in PDF, EPUB and Kindle. Book excerpt: Risk management products and derivatives have grown ever more numerous and diverse since the late 1980s. Investors need to know which ones will best serve their needs in today's dynamic bond market. This book reveals how more than three dozen experts control and preserve the value of their own fixed income portfolios--from choosing the right risk management product to monitoring and evaluating the effectiveness of hedge management strategies. Shows investors how to make the best use of swaps, options, futures, and other risk management products in the market; identify and measure a portfolio's or corporation's risk exposure; and more.
Book Synopsis Interest Rate Risk Third Edition by : Gerardus Blokdyk
Download or read book Interest Rate Risk Third Edition written by Gerardus Blokdyk and published by 5starcooks. This book was released on 2018-05-12 with total page 124 pages. Available in PDF, EPUB and Kindle. Book excerpt: What are the expected benefits of Interest rate risk to the business? Is maximizing Interest rate risk protection the same as minimizing Interest rate risk loss? What does Interest rate risk success mean to the stakeholders? What would be the goal or target for a Interest rate risk's improvement team? Can Management personnel recognize the monetary benefit of Interest rate risk? This amazing Interest rate risk self-assessment will make you the accepted Interest rate risk domain veteran by revealing just what you need to know to be fluent and ready for any Interest rate risk challenge. How do I reduce the effort in the Interest rate risk work to be done to get problems solved? How can I ensure that plans of action include every Interest rate risk task and that every Interest rate risk outcome is in place? How will I save time investigating strategic and tactical options and ensuring Interest rate risk costs are low? How can I deliver tailored Interest rate risk advice instantly with structured going-forward plans? There's no better guide through these mind-expanding questions than acclaimed best-selling author Gerard Blokdyk. Blokdyk ensures all Interest rate risk essentials are covered, from every angle: the Interest rate risk self-assessment shows succinctly and clearly that what needs to be clarified to organize the required activities and processes so that Interest rate risk outcomes are achieved. Contains extensive criteria grounded in past and current successful projects and activities by experienced Interest rate risk practitioners. Their mastery, combined with the easy elegance of the self-assessment, provides its superior value to you in knowing how to ensure the outcome of any efforts in Interest rate risk are maximized with professional results. Your purchase includes access details to the Interest rate risk self-assessment dashboard download which gives you your dynamically prioritized projects-ready tool and shows you exactly what to do next. Your exclusive instant access details can be found in your book.
Book Synopsis Interest Rate Risk Management by : Benton E. Gup
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.
Book Synopsis Interest Rate Risk Modeling by : Sanjay K. Nawalkha
Download or read book Interest Rate Risk Modeling written by Sanjay K. Nawalkha and published by John Wiley & Sons. This book was released on 2005-05-31 with total page 429 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.
Book Synopsis Introduction to Interest-rate Risk by : Brian Coyle
Download or read book Introduction to Interest-rate Risk written by Brian Coyle and published by Global Professional Publishi. This book was released on 2001 with total page 156 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 exposures, fixed or floating-rate interest, term of funding and the yield curve, forward rates and the yield curve and basis risk, gap exposure, and price risk.
Book Synopsis The Practitioner's Guide to Interest Rate Risk Management by :
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:
Book Synopsis Advanced Financial Risk Management by : Donald R. Van Deventer
Download or read book Advanced Financial Risk Management written by Donald R. Van Deventer and published by John Wiley & Sons. This book was released on 2013-02-06 with total page 834 pages. Available in PDF, EPUB and Kindle. Book excerpt: Practical tools and advice for managing financial risk, updated for a post-crisis world Advanced Financial Risk Management bridges the gap between the idealized assumptions used for risk valuation and the realities that must be reflected in management actions. It explains, in detailed yet easy-to-understand terms, the analytics of these issues from A to Z, and lays out a comprehensive strategy for risk management measurement, objectives, and hedging techniques that apply to all types of institutions. Written by experienced risk managers, the book covers everything from the basics of present value, forward rates, and interest rate compounding to the wide variety of alternative term structure models. Revised and updated with lessons from the 2007-2010 financial crisis, Advanced Financial Risk Management outlines a framework for fully integrated risk management. Credit risk, market risk, asset and liability management, and performance measurement have historically been thought of as separate disciplines, but recent developments in financial theory and computer science now allow these views of risk to be analyzed on a more integrated basis. The book presents a performance measurement approach that goes far beyond traditional capital allocation techniques to measure risk-adjusted shareholder value creation, and supplements this strategic view of integrated risk with step-by-step tools and techniques for constructing a risk management system that achieves these objectives. Practical tools for managing risk in the financial world Updated to include the most recent events that have influenced risk management Topics covered include the basics of present value, forward rates, and interest rate compounding; American vs. European fixed income options; default probability models; prepayment models; mortality models; and alternatives to the Vasicek model Comprehensive and in-depth, Advanced Financial Risk Management is an essential resource for anyone working in the financial field.
Book Synopsis Duration Analysis by : Gerald O. Bierwag
Download or read book Duration Analysis written by Gerald O. Bierwag and published by . This book was released on 1987 with total page 368 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Interest-Rate Management by : Rudi Zagst
Download or read book Interest-Rate Management written by Rudi Zagst and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 349 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book combines a rigorous overview of the mathematics of financial markets with an insight into the practical application of these models to the risk and portfolio management of interest-rate derivatives. It can also serve as a valuable textbook on financial markets for graduate and PhD students in mathematics. Interesting and comprehensive case studies illustrate the theoretical concepts.
Book Synopsis Hedging Interest-rate Exposures by : Brian Coyle
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
Book Synopsis Mastering Swaps Markets by : Alan McDougall
Download or read book Mastering Swaps Markets written by Alan McDougall and published by FT Press. This book was released on 1999 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Swaps are capital market instruments and are often used in conjunction with a borrowing or an investment. This book will be the most up-to-date practical primer in the professional markets, focusing on the techniques essential for success.
