{"title":"Beata Lubinska","description":"\u003cp\u003e\u003cstrong\u003eBeata Lubinska\u003c\/strong\u003e specialises in the complexities of financial risk and asset liability management. Her works provide detailed insight into the strategies banks use to optimise balance sheets and manage interest rate risk, making them essential reading for finance professionals and academics alike.\u003c\/p\u003e\n\n\u003cp\u003eWith a focus on practical applications and advanced modelling techniques, Lubinska’s writing bridges theory and practice within the finance and investment sphere. Readers can expect thorough analysis grounded in the realities of banking and financial markets.\u003c\/p\u003e","products":[{"product_id":"interest-rate-risk-in-the-banking-book-by-beata-lubinska-9781119755012","title":"Interest Rate Risk in the Banking Book","description":"\u003cdiv class=\"book-description\"\u003e\n\u003cp\u003e\u003cstrong\u003eIntroduces practical approaches for optimising management and hedging of Interest Rate Risk in the Banking Book (IRRBB) driven by fast-evolving regulatory landscape and market expectations.\u003c\/strong\u003e\u003c\/p\u003e\n\n\u003cp\u003eInterest 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.\u003c\/p\u003e\n\n\u003cp\u003e\u003cem\u003eInterest Rate Risk in the Banking Book\u003c\/em\u003e sheds light on the best practices for managing this important 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.\u003c\/p\u003e\n\n\u003cp\u003eIt is intended for the Treasury, Risk and Finance department and is helpful in improving and optimising 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.\u003c\/p\u003e\n\n\u003cul\u003e\n    \u003cli\u003eGain an updated understanding of the evolving regulatory landscape for IRRBB\u003c\/li\u003e\n    \u003cli\u003eLearn to apply maturity gap analysis, sensitivity analysis, and the hedging strategy in banking contexts\u003c\/li\u003e\n    \u003cli\u003eUnderstand how customer behaviour impacts interest rate risk and how to manage the consequences\u003c\/li\u003e\n    \u003cli\u003eExamine case studies illustrating key IRRBB exposures and their implications\u003c\/li\u003e\n\u003c\/ul\u003e\n\n\u003cp\u003eWritten by London market risk expert Beata Lubinska, \u003cem\u003eInterest Rate Risk in the Banking Book\u003c\/em\u003e is the authoritative resource on this evolving topic.\u003c\/p\u003e\n\u003c\/div\u003e","brand":"Unknown","offers":[{"title":"Default Title","offer_id":47000649433324,"sku":"9781119755012","price":174.99,"currency_code":"NZD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0705\/7784\/8556\/files\/baf1d6ba6f098b750da2e9b9ac78a8a7.jpg?v=1763323766"},{"product_id":"asset-liability-management-optimisation-by-beata-lubinska-9781119635482","title":"Asset Liability Management Optimisation","description":"\u003cdiv class=\"book-description\"\u003e\n\u003cp\u003e\u003cstrong\u003eAn advanced method for financial institutions to optimise Asset Liability Management for maximised return and minimised risk\u003c\/strong\u003e\u003c\/p\u003e\n\n\u003cp\u003eFinancial institutions today are facing daunting regulatory and economic challenges. As they manage bank regulation and competition, institutions are also optimising their Asset Liability Management (ALM) operations. The function of the ALM unit today goes beyond risk management related to the banking book into managing regulatory capital and positioning the balance sheet to maximise profit. \u003cem\u003eAsset Liability Management Optimisation: A Practitioner's Guide to Balance Sheet Management and Remodelling\u003c\/em\u003e offers a step-by-step process for modelling and reshaping a bank's balance sheet. Based on the author's extensive research, it describes how to apply a quantifiable optimisation method to help maximise asset return and minimise funding cost in the banking book.\u003c\/p\u003e\n\n\u003cp\u003eALM ranks as a key component of any financial institution's overall operating strategy. Now, financial professionals can use an advanced solution for optimising ALM. This book takes a closer look at the evolving role of the ALM function and the target position of the banking book. It provides strategies for active management, structuring, and hedging of a bank balance sheet, while also exploring additional topics related to ALM.\u003c\/p\u003e\n\n\u003cul\u003e\n    \u003cli\u003eA description of the Funds Transfer Pricing (FTP) process related to a bank’s target position\u003c\/li\u003e\n    \u003cli\u003eDetailed examinations of interest rate risk in the banking book (IRRBB)\u003c\/li\u003e\n    \u003cli\u003eDiscussion of Basel III regulatory requirements and maturity gap analysis\u003c\/li\u003e\n    \u003cli\u003eOverview of customer behaviour, along with its impact on interest rate and liquidity risk\u003c\/li\u003e\n    \u003cli\u003ePractical spreadsheet models (NII sensitivity and EVE volatility IRRBB model, simplified optimisation model for minimisation of average funding cost for a bank and an example of behavioural model for Non-Maturing Deposits)\u003c\/li\u003e\n    \u003cli\u003eExplorations of model risk, sensitivity analysis, and case studies\u003c\/li\u003e\n\u003c\/ul\u003e\n\n\u003cp\u003eThe optimisation techniques found in \u003cem\u003eAsset Liability Management Optimisation\u003c\/em\u003e can prove vital to financial professionals who are tasked with maximising asset return and reducing funding costs as a critical part of business objectives.\u003c\/p\u003e\n\u003c\/div\u003e","brand":"Unknown","offers":[{"title":"Default Title","offer_id":47470063157484,"sku":"9781119635482","price":174.99,"currency_code":"NZD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0705\/7784\/8556\/files\/9781119635482-asset-liability-management-optimisation.jpg?v=1775210529"}],"url":"https:\/\/bookhero.pro\/collections\/beata-lubinska.oembed","provider":"Book Hero","version":"1.0","type":"link"}