Tata, Fidelio: Bank Asset-Liability Management

A Guide to Managing Interest Rate Risk in the Banking Book for Practitioners, Regulators, and Supervisors in the EU. This book introduces the most common components of interest rate risk management within a bank's asset-liability management framework, including the concepts of economic value of equity (EVE), net interest income (NII), funds transfer pricing (FTP), and the replicating model. In addition to bridging the gap between widely used general interest rate risk management techniques in the fixed income area and what is best practice in European banks, the book also provides an update on recent changes in the regulatory framework for European banks' management of interest rate risk in the banking book (IRRBB), including new EBA guidelines. It also covers the latest developments in interest rate risk management, such as rapidly changing interest rates and modeling bank customers' behavior. XXIV,183 Seiten mit 44 Farb- und 38 s/w-Abb. nebst zahlreichen Tabellen, gebunden (Palgrave Macmillan 2025) leichte Lagerspuren/minor shelfwear

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