Interest Rate Risk in the Banking Book: A Best Practice Guide to Management and Hedging (Wiley Finance) 1st Edition
Original price was: $94.95.$64.99Current price is: $64.99.
Product Details
- Condition: New
- Publisher: Wiley
- Language: English
- Paperback: 256 pages
- ISBN: 978-1119755012
- Item Weight: 7.4 ounces
- Dimensions: 6.9 x 0.8 x 9.7 inches
Description
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.
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| Weight | 0.4625 lbs |
|---|---|
| Dimensions | 17.526 × 0.02268 × 24.638 in |
Grayson Whitfield –
Clear breakdown of IRRBB frameworks with practical hedging strategies Excellent technical depth.
Cambria Hollingsworth –
Strong regulatory insight and well explained duration and repricing risk concepts.
Lachlan Pembroke –
Great balance between theory and real banking applications Highly valuable for risk teams.
Brixton Calloway –
Useful examples and structured approach to ALM modeling.
Arden Kingsley –
Comprehensive coverage of behavioral assumptions and stress testing Excellent reference.
Tatum Ellsworth –
Well organized and practical for treasury and balance sheet management.
Holden Carrington –
Deep dive into hedging instruments and risk metrics Very insightful guide.
Presley Whitmore –
Clear explanations of gap analysis and economic value sensitivity.
Kellen Stratford –
Essential reading for banking professionals managing interest rate exposure.
Rylan Ashford –
Excellent regulatory alignment and scenario analysis discussion.
Delaney Northbridge –
Thorough and technically sound A must have for ALM practitioners.
Corbin Hensley –
Practical and focused on implementation Great addition to finance libraries.