The Net Interest Margin Solution PDF Download
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Author: Roxanne Emmerich
Publisher:
ISBN: 9781890965020
Category :
Languages : en
Pages :
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Book Description
Author: Roxanne Emmerich
Publisher:
ISBN: 9781890965020
Category :
Languages : en
Pages :
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Book Description
Author: Beata Lubinska
Publisher: John Wiley & Sons
ISBN: 1119755018
Category : Business & Economics
Languages : en
Pages : 263
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Book Description
Introduces practical approaches for optimizing management and hedging of Interest Rate Risk in the Banking Book (IRRBB) driven by fast evolving regulatory landscape and market expectations. Interest rate risk in the banking book (IRRBB) gained its importance through the regulatory requirements that have been growing and guiding the banking industry for the last couple of years. The importance of IRRBB is shifting for banks, away from ‘just’ a regulatory requirement to having an impact on the overall profitability of a financial institution. Interest Rate Risk in the Banking Book sheds light on the best practices for managing this importance risk category and provides detailed analysis of the hedging strategies, practical examples, and case studies based on the author’s experience. This handbook is rich in practical insights on methodological approach and contents of ALCO report, IRRBB policy, ICAAP, Risk Appetite Statement (RAS) and model documentation. It is intended for the Treasury, Risk and Finance department and is helpful in improving and optimizing their IRRBB framework and strategy. By the end of this IRRBB journey, the reader will be equipped with all the necessary tools to build a proactive and compliant framework within a financial institution. Gain an updated understanding of the evolving regulatory landscape for IRRBB Learn to apply maturity gap analysis, sensitivity analysis, and the hedging strategy in banking contexts • Understand how customer behavior impacts interest rate risk and how to manage the consequences Examine case studies illustrating key IRRBB exposures and their implications Written by London market risk expert Beata Lubinska, Interest Rate Risk in the Banking Book is the authoritative resource on this evolving topic.
Author: Divya Kirti
Publisher: International Monetary Fund
ISBN: 1475569742
Category : Business & Economics
Languages : en
Pages : 56
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Book Description
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.
Author:
Publisher:
ISBN:
Category : Banks and banking
Languages : en
Pages : 38
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Book Description
Author: Patricia Barnett-Quaicoo
Publisher: Austin Macauley Publishers
ISBN: 1398495115
Category : Business & Economics
Languages : en
Pages : 101
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Book Description
The complexity of managing a business today has increased exponentially due to rapid technological advancement and global events. This implies that the solutions of yesterday may not be applicable today or in the near future. Some of the major problems faced by businesses today include financial management, competition, strategy, change and innovation. Business managers must therefore development a comprehensive understanding of business organisations and equip themselves with knowledge in subject areas such as Value Creation, Value Management, Organisational Transformation, Leadership, Innovation, Change Management and Strategic Thinking. This requires practical knowledge of principles and theories such as SWOT and PESTEL analysis to help them to conduct a situational analysis of their businesses when the need arises. This is what the author seeks to achieve by providing practical examples of how business problems can be solved.
Author: Michael Sherris
Publisher: Taylor & Francis
ISBN: 1000944794
Category : Business & Economics
Languages : en
Pages : 233
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Book Description
Money and Capital Markets provides the most up-to-date, practical coverage of the pricing and analysis of financial instruments and transactions available for Australian and international capital markets. Here you have the underlying tools and techniques for the valuation and risk management of short-term money market and capital market securities and their derivatives. In a clear and direct way, Michael Sherris covers fixed interest securities, forwards, futures, swaps, options and interest rate derivatives (new in the Second Edition). Everything - from yield calculations to tax and horizon effects to interest rate risk measures - is lucidly explained and extensively illustrated with examples. An invaluable reference for money market professionals, Money and Capital Markets is essential reading for tertiary students of finance, accounting and actuarial studies.
Author: Asl? Demirgüç-Kunt
Publisher: World Bank Publications
ISBN:
Category : Bancos comerciales
Languages : en
Pages : 52
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Book Description
March 1998 Differences in interest margins reflect differences in bank characteristics, macroeconomic conditions, existing financial structure and taxation, regulation, and other institutional factors. Using bank data for 80 countries for 1988-95, Demirgüç-Kunt and Huizinga show that differences in interest margins and bank profitability reflect various determinants: * Bank characteristics. * Macroeconomic conditions. * Explicit and implicit bank taxes. * Regulation of deposit insurance. * General financial structure. * Several underlying legal and institutional indicators. Controlling for differences in bank activity, leverage, and the macroeconomic environment, they find (among other things) that: * Banks in countries with a more competitive banking sector-where banking assets constitute a larger share of GDP-have smaller margins and are less profitable. The bank concentration ratio also affects bank profitability; larger banks tend to have higher margins. * Well-capitalized banks have higher net interest margins and are more profitable. This is consistent with the fact that banks with higher capital ratios have a lower cost of funding because of lower prospective bankruptcy costs. * Differences in a bank's activity mix affect spread and profitability. Banks with relatively high noninterest-earning assets are less profitable. Also, banks that rely largely on deposits for their funding are less profitable, as deposits require more branching and other expenses. Similarly, variations in overhead and other operating costs are reflected in variations in bank interest margins, as banks pass their operating costs (including the corporate tax burden) on to their depositors and lenders. * In developing countries foreign banks have greater margins and profits than domestic banks. In industrial countries, the opposite is true. * Macroeconomic factors also explain variation in interest margins. Inflation is associated with higher realized interest margins and greater profitability. Inflation brings higher costs-more transactions and generally more extensive branch networks-and also more income from bank float. Bank income increases more with inflation than bank costs do. * There is evidence that the corporate tax burden is fully passed on to bank customers in poor and rich countries alike. * Legal and institutional differences matter. Indicators of better contract enforcement, efficiency in the legal system, and lack of corruption are associated with lower realized interest margins and lower profitability. This paper-a product of the Development Research Group-is part of a larger effort in the group to study bank efficiency.
Author: United States. Congress. House. Committee on Financial Services. Subcommittee on Housing and Community Opportunity
Publisher:
ISBN:
Category : Law
Languages : en
Pages : 544
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Book Description
Author: Pierluigi Bologna
Publisher: International Monetary Fund
ISBN: 1484346696
Category : Business & Economics
Languages : en
Pages : 32
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Book Description
The aim of this paper is twofold: first, to study the determinants of banks’ net interest margin with a particular focus on the role of maturity transformation, using a new measure of maturity mismatch; second, to analyse the implications for banks from the relaxation of a binding prudential limit on maturity mismatch, in place in Italy until mid-2000s. The results show that maturity transformation is a relevant driver of the net interest margin, as higher maturity transformation is typically associated with higher net interest margin. However, ‘excessive’ maturity transformation— even without leading to systemic vulnerabilities— increases banks’ interest rate risk exposure and lowers their net interest margin.
Author: Derbali, Abdelkader Mohamed Sghaier
Publisher: IGI Global
ISBN:
Category : Business & Economics
Languages : en
Pages : 242
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Book Description
The United Nations' 17 Sustainable Development Goals (SDGs) were set with a target date of 2030, and they represent our collective endeavors for a more sustainable future. However, seven years since their introduction, international business scholars have yet to fully comprehend their potential to lead these goals. This critical gap raises a pressing question: why has the academic community not fully harnessed its power to advance the SDGs? Amid an abundance of scholarly publications on ethics and responsible governance, corporate social responsibility (CSR), sustainable development, and environmental concerns, the spotlight has dimmed on the pivotal role that international business can play in this transformative agenda. Smart Strategies and Societal Solutions for Sustainable International Business solves this issue with chapters developed specifically for academic scholars. This book serves as a comprehensive guide to unleash the untapped potential of international business in promoting the SDGs. Covering a wide range of disciplines, from information sciences to sociology and environmental studies, it equips scholars with the knowledge and tools they need to push sustainable international business to the forefront of the global agenda. With a meticulous exploration of crucial topics such as corporate governance, digital transformation, environmental sustainability, social responsibility, and more, this book offers a blueprint for academic scholars to spearhead the charge toward a more sustainable and equitable world.
