Asset Liability Management & Interest Rate Risk in the Banking Book - Part 1 of 4

The Education of a Value Investor

Вміст надано Guy Spier. Весь вміст подкастів, включаючи епізоди, графіку та описи подкастів, завантажується та надається безпосередньо компанією Guy Spier або його партнером по платформі подкастів. Якщо ви вважаєте, що хтось використовує ваш захищений авторським правом твір без вашого дозволу, ви можете виконати процедуру, описану тут https://uk.player.fm/legal.

4M ago 1:27:41

MP3•Головна епізоду

Eric Schaanning is a dynamic figure in financial risk management, known for his innovative approach to navigating the complexities of market and valuation risk. Leading these critical functions for Nordea Group, Eric blends a wealth of experience with a forward-thinking mindset. His career spans impressive roles, including overseeing risk management for UBS and Credit Suisse in Zurich, where he dealt with the high-stakes world of managing risk across massive deposit and loan portfolios.

Full transcript available here: https://aqfd.docsend.com/view/bxtu77b955d6grcy

Here's a link to the presentation: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5007032

Contents:

(00:00:00) Asset Liability Management & Interest Rate Risk in the Banking Book

(00:06:03) A Case Study in Interest Rate Risk and Asset-Liability Mismatches

(00:14:24) Liquidity, Insolvency, and Interest Rate Risk

(00:20:15) The Mechanics of Bank Balance Sheets

(00:32:24) Bank Balance Sheets, Loan Reporting, and Equity Capital

(00:49:28) Exploring the Dynamics of Fractional Reserve Banking, Interest Rate Risk, and Regulatory Frameworks

(01:03:30) From Pillar One to Pillar Three: Regulatory Safeguards and Banking Risk

59 епізодів

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