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Interest rate risk in the banking bo...

Lubinska, Beata, (1973-)

Interest rate risk in the banking book : = a best practice guide to management and hedging /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Interest rate risk in the banking book :/ Beata Lubinska.
Reminder of title:	a best practice guide to management and hedging /
Author:	Lubinska, Beata,
Published:	Chichester, West Sussex, UK :John Wiley & Sons, Ltd., : c2022.,
Description:	viii, 248 p. :ill. ; : 26 cm.;
Subject:	Interest rate risk. -
ISBN:	9781119755012 :

Interest rate risk in the banking book : = a best practice guide to management and hedging /
Lubinska, Beata,1973-

Interest rate risk in the banking book :a best practice guide to management and hedging /Beata Lubinska. - Chichester, West Sussex, UK :John Wiley & Sons, Ltd.,c2022. - viii, 248 p. :ill. ;26 cm. - Wiley finance series.

Includes bibliographical references (p. 239-240) and index.

"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 landscape and increasing competition for resources such as liquidity and capital, financial institutions -- especially banks -- are driven to constantly search for ways to run a more sophisticated ALM operation. As a result, the role of the ALM unit has to constantly evolve, extending beyond the risk management field. On top of the unit's traditional function of managing risk associated to the banking book, it now has to manage the regulatory capital of the bank and actively position the balance sheet to maximize profit. These contemporary challenges call for ALM optimization techniques, more particularly, ways to optimize the banking book using a quantifiable approach. The proposed book promotes active management of the banking book through optimization techniques presented in the book that effectively combine interest rate risk and liquidity risk management into one holistic approach"--

ISBN: 9781119755012 :NT2495

LCCN: 2021028310Subjects--Topical Terms:

1364779
Interest rate risk.

LC Class. No.: HG1621 / .L83 2021

Dewey Class. No.: 332.1068/1

Interest rate risk in the banking book : = a best practice guide to management and hedging /
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020 $a 9781119755036 (epub)
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245 1 0 $a Interest rate risk in the banking book : $b a best practice guide to management and hedging / $c Beata Lubinska.
260 # $a Chichester, West Sussex, UK : $b John Wiley & Sons, Ltd., $c c2022.
300 $a viii, 248 p. : $b ill. ; $c 26 cm.
490 0 $a Wiley finance series
504 $a Includes bibliographical references (p. 239-240) and index.
520 # $a "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 landscape and increasing competition for resources such as liquidity and capital, financial institutions -- especially banks -- are driven to constantly search for ways to run a more sophisticated ALM operation. As a result, the role of the ALM unit has to constantly evolve, extending beyond the risk management field. On top of the unit's traditional function of managing risk associated to the banking book, it now has to manage the regulatory capital of the bank and actively position the balance sheet to maximize profit. These contemporary challenges call for ALM optimization techniques, more particularly, ways to optimize the banking book using a quantifiable approach. The proposed book promotes active management of the banking book through optimization techniques presented in the book that effectively combine interest rate risk and liquidity risk management into one holistic approach"-- $c Provided by publisher.
650 # 0 $a Interest rate risk. $3 1364779
650 # 0 $a Asset-liability management. $3 560394
650 # 0 $a Banks and banking. $3 556379