Book Details


Interest Rate Risk in the Banking Book: A Best Practice Guide to Management and Hedging / Beata Lubinska

Publication year: 2022

ISBN: 1119755018

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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.

Subject: Finance, Investment, Finance & Investments, Finance & Investments Special Topics, Interest rate risk, Asset-liability management, Banks and banking