The Market For Sharing Interest Rate Risk Quantities Behind Prices
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The Market For Sharing Interest Rate Risk Quantities Behind Prices
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Author : Umang Khetan
language : en
Publisher:
Release Date : 2023
The Market For Sharing Interest Rate Risk Quantities Behind Prices written by Umang Khetan and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023 with categories.
A Guide To Managing Interest Rate Risk
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Author : Donna M. Howe
language : en
Publisher: Prentice Hall
Release Date : 1992
A Guide To Managing Interest Rate Risk written by Donna M. Howe and has been published by Prentice Hall this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992 with Business & Economics categories.
International Convergence Of Capital Measurement And Capital Standards
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Author :
language : en
Publisher: Lulu.com
Release Date : 2004
International Convergence Of Capital Measurement And Capital Standards written by and has been published by Lulu.com this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Bank capital categories.
What Determines U S Swap Spreads
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Author : Ádám Kóbor
language : en
Publisher: World Bank Publications
Release Date : 2005
What Determines U S Swap Spreads written by Ádám Kóbor and has been published by World Bank Publications this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with Business & Economics categories.
References p. 45-47.
Measuring Market Risk
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Author : Kevin Dowd
language : en
Publisher: John Wiley & Sons
Release Date : 2003-02-28
Measuring Market Risk written by Kevin Dowd and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-02-28 with Business & Economics categories.
The most up-to-date resource on market risk methodologies Financial professionals in both the front and back office require an understanding of market risk and how to manage it. Measuring Market Risk provides this understanding with an overview of the most recent innovations in Value at Risk (VaR) and Expected Tail Loss (ETL) estimation. This book is filled with clear and accessible explanations of complex issues that arise in risk measuring-from parametric versus nonparametric estimation to incre-mental and component risks. Measuring Market Risk also includes accompanying software written in Matlab—allowing the reader to simulate and run the examples in the book.
Microeconomics Of Banking Third Edition
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Author : Xavier Freixas
language : en
Publisher: MIT Press
Release Date : 2023-08-22
Microeconomics Of Banking Third Edition written by Xavier Freixas and has been published by MIT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-08-22 with Business & Economics categories.
The third edition of a leading text on the microeconomic foundations of banking, comprehensively updated with new coverage of the 2008 Global Financial Crisis, fintech, and the latest research in banking theory. The banking industry has undergone seismic change in the twenty-first century, from the overhaul of regulation in the wake of the 2008 Global Financial Crisis to the digitalization of the economy and the disruption of traditional business models by ascendant tech giants. Now in a comprehensively updated third edition, this essential graduate-level text on the microeconomic foundations of banking provides the rigorous theoretical approach required to understand these new structures and norms, functioning as a user’s guide to recent academic literature. Microeconomics of Banking offers a comprehensive view of the evolution of banking theory and the rapidly changing realm of financial intermediation, examining the central issues and offering the necessary tools for understanding how they have been modeled. New edition highlights: Up-to-date coverage of the latest research in banking theory as well as the events of the global financial crisis and resultant Basel III regulatory framework New chapters on liquidity and systemic risk New material throughout on cryptocurrencies, fintech, and other facets of a digitalized economy
Why Do Bank Dependent Firms Bear Interest Rate Risk
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Author : Divya Kirti
language : en
Publisher: International Monetary Fund
Release Date : 2017-01-19
Why Do Bank Dependent Firms Bear Interest Rate Risk written by Divya Kirti and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-01-19 with Business & Economics categories.
I document that floating-rate loans from banks (particularly important for bank-dependent firms) drive most variation in firms' exposure to interest rates. I argue that banks lend to firms at floating rates because they themselves have floating-rate liabilities, supporting this with three key findings. Banks with more floating-rate liabilities, first, make more floating-rate loans, second, hold more floating-rate securities, and third, quote lower prices for floating-rate loans. My results establish an important link between intermediaries' funding structure and the types of contracts used by non-financial firms. They also highlight a role for banks in the balance-sheet channel of monetary policy.
Financial Soundness Indicators For Financial Sector Stability In Viet Nam
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Author : Asian Development Bank
language : en
Publisher: Asian Development Bank
Release Date : 2015-09-01
Financial Soundness Indicators For Financial Sector Stability In Viet Nam written by Asian Development Bank and has been published by Asian Development Bank this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-09-01 with Business & Economics categories.
Financial soundness indicators (FSIs) are methodological tools that help quantify and qualify the soundness and vulnerabilities of financial systems according to five areas of interests: capital adequacy, asset quality, earnings, liquidity, and sensitivity to market risk. With support from the Investment Climate Facilitation Fund under the Regional Cooperation and Integration Financing Facility, this report describes the development of FSIs for Viet Nam and analyzes the stability and soundness of the Vietnamese banking system by using these indicators. The key challenges to comprehensively implementing reforms and convincingly addressing the root causes of the banking sector problems include (i) assessing banks' recapitalization needs, (ii) revising classification criteria to guide resolution options, (iii) recapitalization and restructuring that may include foreign partnerships, (iv) strengthening the Vietnam Asset Management Company, (v) developing additional options to deal with nonperforming loans, (vi) tightening supervision to ensure a sound lending practice, (vii) revamping the architecture and procedures for crisis management, and (viii) strengthening financial safety nets during the reform process.
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Author :
language : en
Publisher: Arihant Publications India limited
Release Date :
written by and has been published by Arihant Publications India limited this book supported file pdf, txt, epub, kindle and other format this book has been release on with categories.
Powering The Digital Economy Opportunities And Risks Of Artificial Intelligence In Finance
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Author : El Bachir Boukherouaa
language : en
Publisher: International Monetary Fund
Release Date : 2021-10-22
Powering The Digital Economy Opportunities And Risks Of Artificial Intelligence In Finance written by El Bachir Boukherouaa and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-10-22 with Business & Economics categories.
This paper discusses the impact of the rapid adoption of artificial intelligence (AI) and machine learning (ML) in the financial sector. It highlights the benefits these technologies bring in terms of financial deepening and efficiency, while raising concerns about its potential in widening the digital divide between advanced and developing economies. The paper advances the discussion on the impact of this technology by distilling and categorizing the unique risks that it could pose to the integrity and stability of the financial system, policy challenges, and potential regulatory approaches. The evolving nature of this technology and its application in finance means that the full extent of its strengths and weaknesses is yet to be fully understood. Given the risk of unexpected pitfalls, countries will need to strengthen prudential oversight.