The handbook of ALM in banking : interest rates, liquidity and the balance sheet [Material Impreso] / edited by Andreas Bohn and Narhe Elkenbracht-Huizing
Datos de publicación: London: Risk Books, c2014Descripción: xvii, 511 p. grafs. 24 x 16 cm. IMPRESOISBN: 978-1-782720-11-9Tema(s): GESTIÓN DE LOS RIESGOS | RIESGO | LIQUIDEZ | RIESGO BANCARIO | BANCOS | RIESGO DEL TIPO DE INTERESResumen: Contiene: Part I: Regulations and their impact on ALM. 1. New regulatory developments for interest rate risk in the banking book / Volker Leistikow. 2. Bank capital and liquidity / Marc Farag, Damian Harland, Dan Nixon. 3. ALM within a constrained balance sheet / Andreas Bohn, Paolo Tonucci.- Part II: Management of interest rate risk. 4. Measuring and managing interest rate and basis risk / Giovanni Gentili, Nicola Santini. 5. The modelling of non-maturity deposits / George Soulellis. 6. Modelling non-maturing deposits with stochastic interest rates and credit spreads / Andreas Bohn. 7. Managing interest rate risk for non-maturity deposits / Marije Elkenbracht-Huizing, Bert-Jan Nauta. 8. Optimising risk and return of non-maturing products by dynamic replication / Florentina Paraschiv, Michael Schurle. 9. Hedge accounting / Bernhard Wondrak.- Part III: Management of liquidity risk. 10. Bank runs and liquidity management tools / Matthias Bergner, Patrick Marcus, María Adler. 11. Strategies for the management of reserve assets / Andreas Hauschild, Christian Buschmann. 12. Optimal funding tenors / Rene Reinbacher. 13. Instruments for secured funding / Federico Galizia, Giovanni Gentili.- Part IV: Balance sheet management. 14. Funds transfer pricing in the new normal / Michael Widowitz, Pascal Vogt, Peter Neu. 15. Capital instruments under Basel III / Volker Bätz. 16. Understanding the price of lending to households / Richard Button, Silvia Pezzini, Neil Rossiter.| Tipo de ítem | Biblioteca de origen | Colección | Signatura topográfica | Estado | Fecha de vencimiento | Código de barras | |
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Libro Sala
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Pocitos | Colección Riesgo | RIESGO - 332.1 BOH | Disponible | P34823 |
Incluye Bibliografía
Contiene: Part I: Regulations and their impact on ALM. 1. New regulatory developments for interest rate risk in the banking book / Volker Leistikow. 2. Bank capital and liquidity / Marc Farag, Damian Harland, Dan Nixon. 3. ALM within a constrained balance sheet / Andreas Bohn, Paolo Tonucci.- Part II: Management of interest rate risk. 4. Measuring and managing interest rate and basis risk / Giovanni Gentili, Nicola Santini. 5. The modelling of non-maturity deposits / George Soulellis. 6. Modelling non-maturing deposits with stochastic interest rates and credit spreads / Andreas Bohn. 7. Managing interest rate risk for non-maturity deposits / Marije Elkenbracht-Huizing, Bert-Jan Nauta. 8. Optimising risk and return of non-maturing products by dynamic replication / Florentina Paraschiv, Michael Schurle. 9. Hedge accounting / Bernhard Wondrak.- Part III: Management of liquidity risk. 10. Bank runs and liquidity management tools / Matthias Bergner, Patrick Marcus, María Adler. 11. Strategies for the management of reserve assets / Andreas Hauschild, Christian Buschmann. 12. Optimal funding tenors / Rene Reinbacher. 13. Instruments for secured funding / Federico Galizia, Giovanni Gentili.- Part IV: Balance sheet management. 14. Funds transfer pricing in the new normal / Michael Widowitz, Pascal Vogt, Peter Neu. 15. Capital instruments under Basel III / Volker Bätz. 16. Understanding the price of lending to households / Richard Button, Silvia Pezzini, Neil Rossiter.
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