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Hedging Interest-rate Exposures

2001 Business & Economics
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Release : 2001
Genre : Business & Economics
Kind : eBook
Book Rating : 452/5 ( reviews)

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Book Synopsis Hedging Interest-rate Exposures by : Brian Coyle

Download or read book Hedging Interest-rate Exposures written by Brian Coyle. This book was released on 2001. 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

Hedging Interest Rate Exposure

2000-11-03 Business & Economics
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Release : 2000-11-03
Genre : Business & Economics
Kind : eBook
Book Rating : 625/5 ( reviews)

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Book Synopsis Hedging Interest Rate Exposure by : Brian Coyle

Download or read book Hedging Interest Rate Exposure written by Brian Coyle. This book was released on 2000-11-03. Available in PDF, EPUB and Kindle. Book excerpt: The Interest Risk Management Series is a time-tested learning tool to expand and enhance information and skills about investment principles and strategies that are directly affected by changes in interest rates. As all investors and financial managers know, changes in interest rates by the Federal Reserve (in the United States) and major banks worldwide enhance or hurt investment performance. This series of books is designed to serve as a hands-on learning and training device to help readers and practitioners alike understand, use, and apply a variety of financial instruments and strategies to interest rate risk exposure. Identifying interest rate exposures -- hedging policy -- structural hedging -- hedging with derivative instruments -- interest rate futures, options, & swaps -- duration and immunizing a portfolio.

Managing Interest Rate Risk

2002-03-12 Business & Economics
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Release : 2002-03-12
Genre : Business & Economics
Kind : eBook
Book Rating : /5 ( reviews)

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Book Synopsis Managing Interest Rate Risk by : John J. Stephens

Download or read book Managing Interest Rate Risk written by John J. Stephens. This book was released on 2002-03-12. 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.

Interest Rate Risk in the Banking Book

2021-11-01 Business & Economics
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Release : 2021-11-01
Genre : Business & Economics
Kind : eBook
Book Rating : 018/5 ( reviews)

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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. This book was released on 2021-11-01. 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.

International Convergence of Capital Measurement and Capital Standards

2004 Bank capital
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Release : 2004
Genre : Bank capital
Kind : eBook
Book Rating : 695/5 ( reviews)

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Book Synopsis International Convergence of Capital Measurement and Capital Standards by :

Download or read book International Convergence of Capital Measurement and Capital Standards written by . This book was released on 2004. Available in PDF, EPUB and Kindle. Book excerpt:

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