Bank Valuation and Value-Based Management: Deposit and Loan Pricing, Performance Evaluation, and Risk Management

Bank Valuation and Value-Based Management: Deposit and Loan Pricing, Performance Evaluation, and Risk Management
Author :
Publisher : McGraw Hill Professional
Total Pages : 449
Release :
ISBN-10 : 9780071785785
ISBN-13 : 0071785787
Rating : 4/5 (85 Downloads)

Book Synopsis Bank Valuation and Value-Based Management: Deposit and Loan Pricing, Performance Evaluation, and Risk Management by : Jean Dermine

Download or read book Bank Valuation and Value-Based Management: Deposit and Loan Pricing, Performance Evaluation, and Risk Management written by Jean Dermine and published by McGraw Hill Professional. This book was released on 2009-09-01 with total page 449 pages. Available in PDF, EPUB and Kindle. Book excerpt: Bank Valuation & Value-Based Management provides bankers, bank regulators, auditors, and risk managers with foundational concepts and practical tools for effectively managing a bank. An expert in asset and liability management, European financial markets, and banking theory, Jean Dermine provides rigorous foundations to discuss asset and liability management at a global level, with an integrated focus on an institution’s banking book. He covers bank valuation, fund transfer pricing, deposit and loan pricing, risk management, and performance measurement, and addresses two high-profile issues for banks worldwide: portfolio credit risk and liquidity risk. This thorough and innovative guide presents insightful coverage on the hazards of measuring portfolio credit risk, the impact of liquidity risk on fund transfer pricing, and the practice of performance measurement in the banking industry. Numerous real-world examples from the U.S. subprime crisis help illustrate the nature and dynamics of these issues. Inside, you will find a framework for discussing such managerial issues as: Bank valuation Fund transfer pricing Deposit pricing Capital management Loan pricing and provisioning Securitization Measurement of interest rate risk Performance measurement At the same time that it helps readers develop an intuitive sense for asset-liability management, this practical book follows through with rigorous mathematical formulas and examples from the international banking community. In addition,exercises are incorporated throughout the text to facilitate discussions of how theoretical concepts can be applied to real-world problems. This authoritative guide to bank management also features an exclusive companion Web site, www.mhprofessional.com/bankvaluation, which includes additional chapters and exercise solutions that serve as key supplements to the core text. Creating value in banking depends on a rocksolid understanding of what drives value and the right valuation model to help make the tough decisions that will enhance shareholder value. Bank Valuation & Value-Based Management is your one-stop reference for each of these critical issues.


Bank Valuation and Value-Based Management: Deposit and Loan Pricing, Performance Evaluation, and Risk Management Related Books

Bank Valuation and Value-Based Management: Deposit and Loan Pricing, Performance Evaluation, and Risk Management
Language: en
Pages: 449
Authors: Jean Dermine
Categories: Business & Economics
Type: BOOK - Published: 2009-09-01 - Publisher: McGraw Hill Professional

DOWNLOAD EBOOK

Bank Valuation & Value-Based Management provides bankers, bank regulators, auditors, and risk managers with foundational concepts and practical tools for effect
Bank Valuation and Value Based Management: Deposit and Loan Pricing, Performance Evaluation, and Risk, 2nd Edition
Language: en
Pages:
Authors: Jean Dermine
Categories: Asset-liability management
Type: BOOK - Published: 2015 - Publisher:

DOWNLOAD EBOOK

Bank Valuation and Value Based Management: Deposit and Loan Pricing, Performance Evaluation, and Risk, 2nd Edition
Language: en
Pages: 529
Authors: Jean Dermine
Categories: Business & Economics
Type: BOOK - Published: 2014-10-24 - Publisher: McGraw Hill Professional

DOWNLOAD EBOOK

The professional resource every investment banker must have—the definitive guide to complying with the brand-new Basel III requirements Anchored in the fields
Value and Capital Management
Language: en
Pages: 724
Authors: Thomas C. Wilson
Categories: Business & Economics
Type: BOOK - Published: 2015-08-31 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

A value management framework designed specifically for banking and insurance The Value Management Handbook is a comprehensive, practical reference written speci
Global Asset Management
Language: en
Pages: 751
Authors: M. Pinedo
Categories: Business & Economics
Type: BOOK - Published: 2013-08-29 - Publisher: Springer

DOWNLOAD EBOOK

This book focuses on all major aspects of the asset management industry including its regulations, strategies, processes, applied technologies and risks. It pro