Interest rate risk in the banking book : a best practice guide to management and hedging /
"Asset Liability Management, the practice of matching the term structure and cash flows of an organization's asset and liability portfolios to maximize returns and minimize risk, is a key component of any financial institution's overall operating strategy. Due to a heavily regulated l...
| Main Author: | Lubinska, Beata, 1973- (Author) |
|---|---|
| Format: | eBook |
| Language: | English |
| Published: |
Chichester, West Sussex, United Kingdom :
John Wiley & Sons, Ltd.,
2022.
|
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
Similar Items
Measuring and Controlling Interest Rate Risk /
by: Fabozzi, Frank J.
Published: (1996)
by: Fabozzi, Frank J.
Published: (1996)
Controlling interest rate risk : new techniques and applications for money management /
Published: (1986)
Published: (1986)
Maximizing bank value : asset/liability in the 1990s /
by: Payant, W. Randall
Published: (1989)
by: Payant, W. Randall
Published: (1989)
With interest : how to profit from interest rate fluctuations /
by: Murphy, Joseph E.
Published: (1987)
by: Murphy, Joseph E.
Published: (1987)
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds /
Published: (2010)
Published: (2010)
The prime : myth and reality /
by: Fischer, Gerald C.
Published: (1982)
by: Fischer, Gerald C.
Published: (1982)
Asset liability management optimisation : a practitioner's guide to balance sheet management and remodelling /
by: Lubinska, Beata, 1973-
Published: (2020)
by: Lubinska, Beata, 1973-
Published: (2020)
International interest rate relationships : policy choices and constraints /
by: Kneeshaw, J. T.
Published: (1985)
by: Kneeshaw, J. T.
Published: (1985)
Interest rate models : an infinite dimensional stochastic analysis perspective /
by: Carmona, R. (René)
Published: (2006)
by: Carmona, R. (René)
Published: (2006)
Advanced financial risk management : tools and techniques for integrated credit risk and interest rate risk management /
by: Deventer, Donald R. van, 1951-
Published: (2005)
by: Deventer, Donald R. van, 1951-
Published: (2005)
A history of interest rates /
by: Homer, Sidney, 1902-1983
Published: (1991)
by: Homer, Sidney, 1902-1983
Published: (1991)
Interest rate markets : a practical approach to fixed income /
by: Jha, Siddhartha, 1984-
Published: (2011)
by: Jha, Siddhartha, 1984-
Published: (2011)
Risk management in banking /
by: Bessis, Joël
Published: (2002)
by: Bessis, Joël
Published: (2002)
Risk management in banking /
by: Bessis, Joël
Published: (1998)
by: Bessis, Joël
Published: (1998)
The information content of interest rate spreads across financial systems /
by: Browne, Frank
Published: (1992)
by: Browne, Frank
Published: (1992)
Advanced financial risk management : tools and techniques for integrated credit risk and interest rate risk management /
by: Deventer, Donald R. van, 1951-
Published: (2013)
by: Deventer, Donald R. van, 1951-
Published: (2013)
Managing bank risk : an introduction to broad-base credit engineering /
by: Glantz, Morton
Published: (2003)
by: Glantz, Morton
Published: (2003)
Interest rates and coupon bonds in quantum finance /
by: Baaquie, B. E.
Published: (2010)
by: Baaquie, B. E.
Published: (2010)
Measuring and controlling interest rate and credit risk.
by: Fabozzi, Frank J.
Published: (2003)
by: Fabozzi, Frank J.
Published: (2003)
Interest rates, prices and liquidity : lessons from the financial crisis /
Published: (2012)
Published: (2012)
Long term interest rates : declines, drivers, considerations /
Published: (2015)
Published: (2015)
Capital, asset risk and bank failure /
by: Hooks, Linda M., 1962-
Published: (1994)
by: Hooks, Linda M., 1962-
Published: (1994)
Interest rate models : an introduction /
by: Cairns, Andrew (Andrew J. G.)
Published: (2004)
by: Cairns, Andrew (Andrew J. G.)
Published: (2004)
Risk management and shareholders' value in banking : from risk measurement models to capital allocation policies /
by: Resti, Andrea
Published: (2007)
by: Resti, Andrea
Published: (2007)
Discounting, LIBOR, CVA and funding : interest rate and credit pricing /
by: Kenyon, Chris, 1963-
Published: (2012)
by: Kenyon, Chris, 1963-
Published: (2012)
Student solution manual for Mathematical interest theory, second edition /
by: Vaaler, Leslie Jane Federer
Published: (2009)
by: Vaaler, Leslie Jane Federer
Published: (2009)
The LIBOR market model in practice /
by: Gatarek, Dariusz
Published: (2006)
by: Gatarek, Dariusz
Published: (2006)
Implementing value at risk /
by: Best, Philip
Published: (1998)
by: Best, Philip
Published: (1998)
Implementing value at risk /
by: Best, Philip
Published: (1998)
by: Best, Philip
Published: (1998)
How low interest rates change the world : global trends caused by low rates and emerging factors shaping the future of rates /
by: Rangvid, Jesper
Published: (2025)
by: Rangvid, Jesper
Published: (2025)
Global risk based capital regulations /
Published: (1994)
Published: (1994)
The LIBOR market model in practice /
by: Gatarek, Dariusz
Published: (2006)
by: Gatarek, Dariusz
Published: (2006)
The economics of interest rate ceilings.
by: Lindsay, Robert, 1925-1992
Published: (1970)
by: Lindsay, Robert, 1925-1992
Published: (1970)
Interest rates, exchange rates and world monetary policy /
by: Floyd, John E. (John Earl), 1937-
Published: (2010)
by: Floyd, John E. (John Earl), 1937-
Published: (2010)
A history of interest rates /
by: Homer, Sidney, 1902-1983
Published: (1963)
by: Homer, Sidney, 1902-1983
Published: (1963)
Risk management and value creation in financial institutions /
by: Schroeck, Gerhard
Published: (2002)
by: Schroeck, Gerhard
Published: (2002)
Risk management and value creation in financial institutions /
by: Schroeck, Gerhard
Published: (2002)
by: Schroeck, Gerhard
Published: (2002)
Bank valuation & value-based management : deposit and loan pricing, performance evaluation, and risk management /
by: Dermine, Jean
Published: (2009)
by: Dermine, Jean
Published: (2009)
A history of interest rates /
by: Homer, Sidney, 1902-1983
Published: (1977)
by: Homer, Sidney, 1902-1983
Published: (1977)
Add on interest, the rule of 78's and annual percentage rate /
by: Friedman, Jack P.
Published: (1980)
by: Friedman, Jack P.
Published: (1980)