Bank Asset and Liability Management

Bank Asset and Liability Management
Author :
Publisher : John Wiley & Sons
Total Pages : 1444
Release :
ISBN-10 : 9781118177211
ISBN-13 : 1118177215
Rating : 4/5 (11 Downloads)

Book Synopsis Bank Asset and Liability Management by : Moorad Choudhry

Download or read book Bank Asset and Liability Management written by Moorad Choudhry and published by John Wiley & Sons. This book was released on 2011-12-27 with total page 1444 pages. Available in PDF, EPUB and Kindle. Book excerpt: Banks are a vital part of the global economy, and the essence of banking is asset-liability management (ALM). This book is a comprehensive treatment of an important financial market discipline. A reference text for all those involved in banking and the debt capital markets, it describes the techniques, products and art of ALM. Subjects covered include bank capital, money market trading, risk management, regulatory capital and yield curve analysis. Highlights of the book include detailed coverage of: Liquidity, gap and funding risk management Hedging using interest-rate derivatives and credit derivatives Impact of Basel II Securitisation and balance sheet management Structured finance products including asset-backed commercial paper, mortgage-backed securities, collateralised debt obligations and structured investment vehicles, and their role in ALM Treasury operations and group transfer pricing. Concepts and techniques are illustrated with case studies and worked examples. Written in accessible style, this book is essential reading for market practitioners, bank regulators, and graduate students in banking and finance. Companion website features online access to software on applications described in the book, including a yield curve model, cubic spline spreadsheet calculator and CDO waterfall model.


Bank Asset and Liability Management Related Books

Bank Asset and Liability Management
Language: en
Pages: 1444
Authors: Moorad Choudhry
Categories: Business & Economics
Type: BOOK - Published: 2011-12-27 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

Banks are a vital part of the global economy, and the essence of banking is asset-liability management (ALM). This book is a comprehensive treatment of an impor
Bank Asset Liability Management Best Practice
Language: en
Pages: 162
Authors: Polina Bardaeva
Categories: Business & Economics
Type: BOOK - Published: 2021-04-19 - Publisher: Walter de Gruyter GmbH & Co KG

DOWNLOAD EBOOK

As bankers incorporate more and more complicated and precise calculations and models, a solely mathematical approach will fail to confirm the viability of their
Asset Liability Management Optimisation
Language: en
Pages: 244
Authors: Beata Lubinska
Categories: Business & Economics
Type: BOOK - Published: 2020-04-20 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

An advanced method for financial institutions to optimize Asset Liability Management for maximized return and minimized risk Financial institutions today are fa
Asset and Liability Management
Language: en
Pages: 0
Authors: Jean Dermine
Categories: Asset-liability management
Type: BOOK - Published: 2007 - Publisher: Financial Times/Prentice Hall

DOWNLOAD EBOOK

Written for a general business audiance, this is the first book on asset and liability management that emphasises both value creation and risk control.
Asset and Liability Management Handbook
Language: en
Pages: 547
Authors: G. Mitra
Categories: Business & Economics
Type: BOOK - Published: 2011-03-29 - Publisher: Springer

DOWNLOAD EBOOK

Recent years have shown an increase in development and acceptance of quantitative methods for asset and liability management strategies. This book presents stat