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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 analysis and the role and interpretation of FDICIA. Interest Rate Volatility is a resource for understanding and managing interest rate risk that no risk manager should be without.
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Previews available in: English
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Interest rate riskShowing 1 featured edition. View all 1 editions?
Edition | Availability |
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Interest rate volatility: understanding, analyzing, and managing interest rate risk and risk-based capital
1996, Irwin Professional Pub.
in English
1557387680 9781557387684
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Includes bibliographical references and index.
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