Can I read Interest Rate Volatility: Understanding, Analyzing, And Managing Interest Rate Risk And Risk-based Capital (bankline Publication) on EtoBox?

Interest Rate Volatility: Understanding, Analyzing, And Managing Interest Rate Risk And Risk-based Capital (bankline Publication) by Gerald A. Hanweck, Bernard Shull is a book available to read on EtoBox.

What is Interest Rate Volatility: Understanding, Analyzing, And Managing Interest Rate Risk And Risk-based Capital (bankline Publication) about?

Interest rate shifts, especially substantial changes, pose a unique challenge to bankers, investors, and financial management. Interest Rate Volatility is an invaluable resource for anyone dealing with interest rate risk management. The capacity of commercial banks and other depository institutions to issue short-term liabilities to individuals and businesses and then invest these funds in longer term assets has been fundamental to banking growth and success. Interest rate risk has always been a challenge to that growth and success. Interest Rate Volatility discusses the current problems and changes in the law and addresses proposals for regulating interest rate risk. Hanweck and Shull believe the current effort of the federal banking agencies to control interest rate risk incurred by banks through higher capital requirements is flawed. They suggest better approaches through alternative techniques. Interest Rate Volatility includes detailed information on portfolio modeling, "stress" tests for determining interest rate risk exposure, creating "what if" scenarios for interest rate shifts, and the impact of equity sensitivity. The book also provides a review of regulatory policy anal

Author

Gerald A. Hanweck, Bernard Shull

Publisher

Chicago: Irwin Professional Pub.

Published

1996

Language

EN

ISBN

9781557387684

Subjects

Economics, Finance, Business