Bank Asset-Liability Management: A Guide to Managing Interest Rate Risk in the Banking Book for Practitioners, Regulators, and Supervisors in the EU - Image 1

£54.76

MACMILLAN Bank Asset-Liability Management: A Guide to Managing Interest Rate Risk in the Banking Book for Practitioners, Regulators, and Supervisors in the EU

Name: Bank Asset-Liability Management: A Guide to Managing Interest Rate Risk in the Banking Book for Practitioners, Regulators, and Supervisors in the EU
Brand: MACMILLAN
Price: 54.76 GBP
Availability: InStock

Economics

Price History & Forecast

Last 12 days • 12 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 12 days • 1 price levels

Days at Price

Price Analysis

Most common price: £55 (12 days, 100.0%)

Price range: £55 - £55

Price levels: 1 different prices over 12 days

Description

This book provides a practical and intuitive view of how European banks manage asset-liability mismatch risk from both a practitioner and supervisory perspective. After a prolonged period of zero interest rate policy (ZIRP) by central banks around the world, the period from Q1 2022 to Q2 2023 has seen the largest, fastest, and most widespread increase in interest rates since the 1980s, with 1-year euro yields rising by more than 400 bp. The recent market turmoil has exposed the increased vulnerability of banks, particularly those with significant exposures to long-term, fixed income assets, fueled by shorter-term, less stable funding. This challenging interest rate environment reinforces the strategic importance of asset-liability management (ALM) for banks. Indeed, a bank's survival now depends more than ever on prudent ALM. This book introduces the most common components of interest rate risk management within a bank's asset-liability management framework, including the concepts of economic value of equity (EVE), net interest income (NII), funds transfer pricing (FTP), and the replicating model. In addition to bridging the gap between widely used general interest rate risk management techniques in the fixed income area and what is best practice in European banks, the book also provides an update on recent changes in the regulatory framework for European banks' management of interest rate risk in the banking book (IRRBB), including new EBA guidelines. It also covers the latest developments in interest rate risk management, such as rapidly changing interest rates and modeling bank customers' behavior.

Product Specifications

Brand: MACMILLAN
Format: hardcover
ASIN: 3031802047
Category: Books > Subjects > Business, Finance & Law > Economics
Domain: Amazon UK
Release Date: 01 February 2025
Listed Since: 30 October 2024

Barcode

No barcode data available

MACMILLAN Bank Asset-Liability Management: A Guide to Managing Interest Rate Risk in the Banking Book for Practitioners, Regulators, and Supervisors in the EU

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Asset Liability Management Optimisation: A Practitioner's Guide to Balance Sheet Management and Remodelling (Wiley Finance)

The Handbook of ALM in Banking, 2nd Edition

Interest Rate Risk in the Banking Book: A Best Practice Guide to Management and Hedging (Wiley Finance)

Bank Asset and Liability Management: Strategy, Trading, Analysis (Wiley Finance)

Bank Risk, Governance and Regulation (Palgrave Macmillan Studies in Banking and Financial Institutions)

EU Banking and Capital Markets Regulation: Open Issues of Vertical Interplay with National Law (EBI Studies in Banking and Capital Markets Law)

Banking and Effective Capital Regulation in Practice: A Leadership Perspective (Banking, Money and International Finance)

Enterprise Risk Management in Finance

Raising Capital or Improving Risk Management and Efficiency?: Key Issues in the Evolution of Regulation and Supervision in European Banks

EU Banking Law and Regulation

The Liquidity Risk Management Guide: From Policy to Pitfalls (The Wiley Finance Series)

Raising Capital or Improving Risk Management and Efficiency?: Key Issues in the Evolution of Regulation and Supervision in European Banks

A Guide to Behavioural Modelling for ALM

Post-Crisis Banking Regulation in the European Union: Opportunities and Threats

Bank Management and Control: Strategy, Pricing, Capital and Risk Management (Management for Professionals)

Mastering Interest Rate Risk Strategy:A Practical Guide to Managing Corporate Financial Risk

Bank Regulation, Risk Management, and Compliance: Theory, Practice, and Key Problem Areas (Practical Finance and Banking Guides)

Modern Credit Risk Management: Theory and Practice

Commercial Banking Risk Management: Regulation in the Wake of the Financial Crisis

The Business of Banking: Models, Risk and Regulation (Palgrave Macmillan Studies in Banking and Financial Institutions)

Investor Relations and ESG Reporting in a Regulatory Perspective: A Practical Guide for Financial Market Participants

MACMILLAN Risk Culture in Banking - Palgrave Macmillan Studies

Macroprudential Banking Supervision & Monetary Policy: Legal Interaction in the European Union

Bank Liquidity and the Global Financial Crisis: The Causes and Implications of Regulatory Reform (Palgrave Macmillan Studies in Banking and Financial Institutions)