Bank Asset-Liability Management

Bank Asset-Liability Management

A Guide to Managing Interest Rate Risk in the Banking Book for Practitioners, Regulators, and Supervisors in the EU

Tata, Fidelio

Springer International Publishing AG

02/2025

200

Dura

9783031802041

Pré-lançamento - envio 15 a 20 dias após a sua edição

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Introduction.- ALM Techniques.- Bank ALM in Practice.- Case Study: The Collapse of Silicon Valley Bank.- Update on Regulatory and Supervisory Changes to IRRBB.- The Future of ALM.
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Asset-Liability Management (ALM) ;ALM in Banks;Interest Rate Risk;Funds Transfer Pricing (FTP);European Banking ;Liquidity Risk;the economic value of equity (EVE);net interest income (NII) ;Behavioral modeling of bank customers;Central Banking;Interest rate risk in the banking book;Duration Gap Analysis;Strategic ALM;Silicon Valley Bank