I'm a work in progress.
This podcast documents my ongoing quest for wealth, wisdom and enlightenment.
The episodes are of variable length: When I find an interesting person to talk to - who is willing to have the conversation recorded, I put it up. But I have also found that it is useful to record my own thoughts - in short snippets.
All content for The Education of a Value Investor is the property of Guy Spier and is served directly from their servers
with no modification, redirects, or rehosting. The podcast is not affiliated with or endorsed by Podjoint in any way.
I'm a work in progress.
This podcast documents my ongoing quest for wealth, wisdom and enlightenment.
The episodes are of variable length: When I find an interesting person to talk to - who is willing to have the conversation recorded, I put it up. But I have also found that it is useful to record my own thoughts - in short snippets.
Asset Liability Management & Interest Rate Risk in the Banking Book - Part 1 of 4
The Education of a Value Investor
1 hour 27 minutes 41 seconds
1 year ago
Asset Liability Management & Interest Rate Risk in the Banking Book - Part 1 of 4
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
The Education of a Value Investor
I'm a work in progress.
This podcast documents my ongoing quest for wealth, wisdom and enlightenment.
The episodes are of variable length: When I find an interesting person to talk to - who is willing to have the conversation recorded, I put it up. But I have also found that it is useful to record my own thoughts - in short snippets.
