Bank Asset and Liability Management is popular PDF and ePub book, written by Moorad Choudhry in 2011-12-27, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, Bank Asset and Liability Management can be Read Online from any device for your convenience.
Bank Asset and Liability Management Book PDF Summary
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.
Detail Book of Bank Asset and Liability Management PDF
- Author : Moorad Choudhry
- Release : 27 December 2011
- Publisher : John Wiley & Sons
- ISBN : 9781118177211
- Genre : Business & Economics
- Total Page : 1444 pages
- Language : English
- PDF File Size : 19,9 Mb
If you're still pondering over how to secure a PDF or EPUB version of the book Bank Asset and Liability Management by Moorad Choudhry, don't worry! All you have to do is click the 'Get Book' buttons below to kick off your Download or Read Online journey. Just a friendly reminder: we don't upload or host the files ourselves.