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Measuring and Controlling Interest Rate Risk
Language: en
Pages: 336
Authors: Frank J. Fabozzi
Categories: Business & Economics
Type: BOOK - Published: 1996-08-15 - Publisher:

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Fabozzi provides an explanation of concepts such as duration and convexivity, as well as more advanced topics such as probability distributions and regression a
International Convergence of Capital Measurement and Capital Standards
Language: en
Pages: 294
Authors:
Categories: Bank capital
Type: BOOK - Published: 2004 - Publisher: Lulu.com

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Managing Interest Rate Risk
Language: en
Pages: 208
Authors: John J. Stephens
Categories: Business & Economics
Type: BOOK - Published: 2002-03-12 - Publisher: John Wiley & Sons

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This book tackles the subject of interest rate risk, a matter of key importance to all businesses, whether borrowing, investing, saving or trading.
Interest Rate Risk in the Banking Book
Language: en
Pages: 263
Authors: Beata Lubinska
Categories: Business & Economics
Type: BOOK - Published: 2021-11-01 - Publisher: John Wiley & Sons

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Introduces practical approaches for optimizing management and hedging of Interest Rate Risk in the Banking Book (IRRBB) driven by fast evolving regulatory lands
Interest Rate Risk in the Banking Book
Language: en
Pages: 255
Authors: PAUL. NEWSON
Categories: Banks and banking
Type: BOOK - Published: 2017 - Publisher:

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