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Bank Asset-Liability Management: A Guide to Managing Interest Rate Risk in the Banking Book for Practitioners, Regulators, and Supervisors in the EU
Independently Published
Basel Interest Rate Risk in the Banking Book: IRRBB Measurement and Management
Valuing Mid-Sized Banks in A Changing Rate Environment: Comprehensive Guide to Assessing...
Advanced Financial Mathematics for Actuaries: Derivatives, Asset Liability Management, and Risk Neutral Valuation
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