Interest Rate Volatility: Understanding Analyzing and Managing Interest Rate Risk and Risk-Based Capital

Takes a multifaceted look at the major issues of interest rate risk management, including a controversial new tie-in to risk-based capital. This definitive text inlcudes a review of the major types of risk affecting financial institutions and the critical issues affecting financial institutions and the critical issues affecting risk-based capital, included the impact on asset-liability management.Shull, Bernard is the author of 'Interest Rate Volatility: Understanding Analyzing and Managing Interest Rate Risk and Risk-Based Capital', published 1996 under ISBN 9781557387684 and ISBN 1557387680.