2024 the best interest rates review

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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 IRRBBLearn 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 consequencesExamine 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.

Publisher ‏ : ‎ Wiley; 1st edition (November 1, 2021)
Language ‏ : ‎ English
Hardcover ‏ : ‎ 256 pages
ISBN-10 ‏ : ‎ 1119755018
ISBN-13 ‏ : ‎ 978-1119755012
Item Weight ‏ : ‎ 1.4 pounds
Dimensions ‏ : ‎ 6.9 x 0.8 x 9.7 inches
Reviewer: Melvin A. Ramirez
Rating: 2.0 out of 5 stars
Title: Missing pages
Review: Unfortunately the Kindle version is missing pages. Please check once you purchase the kindle format. For example you jump from page 149 to 153.

Reviewer: borjaclav
Rating: 2.0 out of 5 stars
Title:
Review: This book is a great inspiration. It reinforces my view that there is a massive scarcity of books about banking that are well-written. And so it promts me to write one myself. Thank you.