Bank Asset-Liability Management: A Guide to Managing Interest Rate Risk in the Banking Book for Practitioners, Regulators, and Supervisors in the EU by Fidelio Tata – Hardcover (ISBN: 9783031802041)

By Fidelio Tata

Bank Asset-Liability Management: A Guide to Managing Interest Rate Risk in the Banking Book for Practitioners, Regulators, and Supervisors in the EU by Fidelio Tata is a specialized banking and risk management reference focused on asset-liability management, interest rate risk in the banking book, balance sheet mismatch risk, and supervisory expectations for European banks. Published by Palgrave Macmillan / Springer Nature Switzerland, this book provides a practical and intuitive view of how banks manage ALM risk in a changing interest-rate environment.

Designed for banking professionals, treasury teams, ALCO members, risk managers, regulators, supervisors, central bank training programs, finance departments, graduate banking courses, business schools, and institutional procurement teams, this title supports advanced learning in interest rate risk, liquidity risk, economic value of equity, net interest income, funds transfer pricing, behavioral modeling, and strategic balance-sheet management.

What This Book Does

This book explains how banks manage asset-liability mismatch risk and interest rate risk in the banking book. It introduces the core ALM concepts used by practitioners and supervisors, including economic value of equity, net interest income, funds transfer pricing, duration gap analysis, replicating models, customer behavior modeling, interest-rate shock scenarios, and the role of ALM within a bank’s broader risk-return framework.

Key Features

• Practical guide to bank asset-liability management and interest rate risk in the banking book
• Focused on European banking practice, regulatory expectations, and supervisory perspectives
• Covers EVE, NII, FTP, duration gap analysis, replicating models, and ALM risk governance
• Discusses post-ZIRP interest-rate conditions and recent market stress affecting bank balance sheets
• Includes coverage of EBA guidelines, regulatory technical standards, and IRRBB management
• Strong fit for banking, finance, risk management, treasury, regulatory, and central bank training programs

Who Should Use This Book?

• Bank treasury, ALM, ALCO, and balance-sheet management teams
• Risk managers, financial controllers, and banking strategy professionals
• Regulators, supervisors, central bank staff, and policy professionals
• Graduate finance, banking, risk management, and financial regulation programs
• Business schools, economics departments, and executive education programs
• Banking consultants, audit teams, and financial services advisory firms
• Institutions purchasing banking and risk management books in bulk for training or library use

Why It’s Essential

• Addresses one of the most important balance-sheet risks facing banks in volatile rate environments
• Connects practical ALM tools with supervisory expectations and modern European banking regulation
• Helps practitioners understand how EVE, NII, liquidity, FTP, and behavioral assumptions affect risk decisions
• Strong fit for professional banking training, regulatory education, graduate finance courses, and institutional financial libraries

A practical banking risk management reference for asset-liability management, IRRBB, treasury strategy, regulatory supervision, and financial institution training.
Order today from BooksGoat for reliable academic supply and institutional bulk purchasing.

Product Details

• ISBN-13: 9783031802041
• ISBN-10: 3031802047
• eBook ISBN: 9783031802058
• Author: Fidelio Tata
• Publisher: Palgrave Macmillan / Springer Nature Switzerland
• Format: Hardcover
• Pages: XXIV + 183
• Publication Date: February 1, 2025
• Condition: New
• Price: $42.99
• Minimum Order: 5 Copies
• Availability: In Stock

TOC Highlights

• Introduction to Bank Asset-Liability Management
• Interest Rate Risk in the Banking Book
• Economic Value of Equity and Net Interest Income
• Funds Transfer Pricing and Balance-Sheet Strategy
• Duration Gap Analysis and Interest-Rate Sensitivity
• Replicating Models and Behavioral Modeling of Bank Customers
• Liquidity Risk, Funding Structure, and ALM Governance
• European Banking Regulation and EBA Guidelines
• ALM Practice in a Rapidly Changing Interest-Rate Environment

FAQs

• Who is the author of Bank Asset-Liability Management?
  The book is written by Fidelio Tata.
• Who publishes this book?
  The book is published by Palgrave Macmillan / Springer Nature Switzerland.
• What is the focus of this book?
  It focuses on bank asset-liability management, interest rate risk in the banking book, EVE, NII, funds transfer pricing, regulatory expectations, and European banking ALM practice.
• Who should use this book?
  It is suitable for bank treasury teams, ALM professionals, risk managers, regulators, supervisors, central bank training programs, graduate finance students, and banking consultants.
• Does this book cover European banking regulation?
  Yes. It includes discussion of European supervisory expectations, EBA guidance, regulatory technical standards, and IRRBB management.
• Is this suitable for institutional and bulk orders?
  Yes. BooksGoat supports bulk purchasing for business schools, finance departments, banks, regulatory agencies, central banks, executive education programs, and institutional libraries.