Interest Rate Risk in the Banking Book (2nd edition)
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Now, more than ever before, institutions are looking for ways to comply with regulations while looking for the most effective ways of calculating – and minimising – interest rate risk. The industry must take into account more extensive guidance on the interest rate risk in the banking book (IRRBB) management process and enhanced disclosure requirements to promote greater transparency.
This second edition is essential reading for all those involved with IRRBB, but particularly those working in a bank ALM function who wish to gain a wider appreciation of the context in which they operate. More generalist and senior bankers who need a grasp of the fundamentals and those working in a trading risk function who wish to understand how market risk in a banking book can differ from that in a trading book will also benefit from this easy-to-read title.