Тёмный

IRRBB Explained (Interest Rate Risk in the Banking Book) 

FinanceAndEconomics
Подписаться 7 тыс.
Просмотров 24 тыс.
50% 1

This video is part of my series on risk management at banks. It gives a short overview over IRRBB (interest rate risk in the banking book) which is an important part of market risk management.

Опубликовано:

 

27 авг 2022

Поделиться:

Ссылка:

Скачать:

Готовим ссылку...

Добавить в:

Мой плейлист
Посмотреть позже
Комментарии : 14   
@ManceTV
@ManceTV Год назад
Awesome content Sir. Thank you!
@theTruthSeeker8
@theTruthSeeker8 7 месяцев назад
Very useful content... nicely explained
@tomasborralho7460
@tomasborralho7460 Месяц назад
best content for rookie bankers like myself, ty so much
@henriqueramos6947
@henriqueramos6947 6 месяцев назад
Great video!
@sbrahma2006
@sbrahma2006 Год назад
Year 3 is the case of maturity mismatch of asset and liab, hence the -ve value.
@bill35973
@bill35973 4 дня назад
What was the previous video?
@elishemaks
@elishemaks 2 месяца назад
Hey, I would like to ask. Is the expected value (EV) perspective you mentioned here the same as the Economic Value of Equity (EVE) perspective?
@divyaalok5538
@divyaalok5538 6 месяцев назад
जय श्री राम🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏
@GF-fc1nv
@GF-fc1nv Год назад
Isn’t it repricing gap’s instead of liquidity gaps under the concept of nii?
@FinAndEcon
@FinAndEcon Год назад
Yes, I agree. Your terminology is better
@abimaeljr1
@abimaeljr1 6 месяцев назад
Very good video! !!! Is there another or more deepest video about NII ? P.S. what is the tool /software you use to write on the screen? I guess that you are using IPAD, but I 'm curious about the software. Thank you
@FinAndEcon
@FinAndEcon 6 месяцев назад
I am not aware of a video on NII. I am using one note on an iPad
@muforlife7460
@muforlife7460 10 месяцев назад
So IRRBB is the pillar 2 of the market risk right?
@FinAndEcon
@FinAndEcon 10 месяцев назад
Yes, it is part of the pillar 2 requirements for market risk
Далее
Risk Inventory Explained
4:57
Просмотров 6 тыс.
Market Risk Explained
10:37
Просмотров 24 тыс.
Украшаю чехлы 🎀
00:51
Просмотров 228 тыс.
Why did Silicon Valley Bank Fail?
14:28
Просмотров 4,4 тыс.
Basel 3 Explained
8:34
Просмотров 37 тыс.
What is a swap? - MoneyWeek Investment Tutorials
14:54
Просмотров 907 тыс.
Measuring Interest Rate Risk
12:25
Просмотров 17 тыс.
Interest Rate Risk in the Banking Book
37:39
Просмотров 16 тыс.
Украшаю чехлы 🎀
00:51
Просмотров 228 тыс.