Bank Finance & Treasury
Bank Treasury 2021.pdf
Bank Finance (Marina Villa)
Promise of return on equity to shareholders
Focus on some activities to manage return on equity and costs
Some hints about “shareholders promise on cost management”
Treasury (Federico Gorini)
Treasury in a nutshell
Interest rate Risk, Rotation Risk and Basis Risk
Prepayment Risk, mortgages convexity and behavioral modeling
Instruments for managing IRR
Bloomberg functions