Controlling Interest Rate Risk

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International Convergence of Capital Measurement and Capital Standards

International Convergence of Capital Measurement and Capital Standards
Author :
Publisher : Lulu.com
Total Pages : 294
Release :
ISBN-10 : 9789291316694
ISBN-13 : 9291316695
Rating : 4/5 (695 Downloads)
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Book Synopsis International Convergence of Capital Measurement and Capital Standards by :

Download or read book International Convergence of Capital Measurement and Capital Standards written by and published by Lulu.com. This book was released on 2004 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt:


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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
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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.