Economics/Finances Bank Asset & Liability Management: Strategy, Trading, Analysis (Wiley Finance) (Hardcover)

Like Book123?! Give us +1

Author: Moorad Choudhry
Publisher: Wiley
Publish Date: April 13, 2007
Pages: 1440

Book Description

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. Includes free CD-ROM that contains software on applications described in the book, including a yield curve model, cubic spline spreadsheet calculator and CDO waterfall model.

From the Inside Flap

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.

Rating:
2.5 out of 5 by Book123

Download Links
Server	Status
No download url, please check the above content. Free download from UseNet >> Can not download? Search other download URLs here >> Buy This Book at Best Price >>

Like this article?! Give us +1:

	Economics/Finances Goal Programming Techniques for Bank Asset Liability Management Kyriaki Kosmidou , C. Zopounidis, "Goal Programming Techniques for Bank Asset Liability Management"Springer; 1 edition (July 21, 2004) \| ISBN:1402081049 \| 166 pages \| PDF \| 5,2 Mb Mirror -> Mirror -> MIRROR: MI ...
	Business/Investing Options: Trading Strategy and Risk Management (Wiley Finance) Author: Simon VinePublisher: WileyPublish Date: February 11, 2005ISBN: 0471691283Pages: 400The key concepts and essential strategies behind the successful use of optionsWritten by Simon Vine, a seasoned trader who has over ten years of expe ...
	Economics/Finances Successful Bank Asset/Liability Management: A Guide to the Future Beyond Gap Author: John W. Bitner (Author), Robert A. Goddard (Author)Publisher: WileyPublish Date: June 1992Pages: 288Book DescriptionTwo "virtuosos of risk management" show you how to close up the holes in your gap defenses—before the regulato ...
	Economics/Finances The Handbook of Asset/Liability Management: State-of-Art Investment Strategies, Risk Controls and Regulatory Required (Hardcover) Author: by Frank J Fabozzi (Author), Atuso Konishi (Author)Publisher: McGraw-HillPublish Date: October 1, 1995Pages: 506Book DescriptionCompletely revised and updated, the Handbook of Assetiability Management helps you keep your protfolio i ...
	Economics/Finances Handbook of Asset and Liability Management: From Models to Optimal Return Strategies (The Wiley Finance Series) (Hardcover) Author: Alexandre AdamPublisher: WileyPublish Date: January 2, 2008Pages: 576Book DescriptionIn the Handbook of Asset and Liability Management: From Models to Optimal Return Strategies, Alexandre Adam presents a comprehensive guide to Asset ...
	Pairs Trading: Quantitative Methods and Analysis (Wiley Finance) Author: Ganapathy VidyamurthyPublisher: Wiley (2004)Binding: Hardcover, 224 pagespricer: $99.95ISBN-10: 0471460672editorialreviewsComprised of three information-packed parts, Pairs Trading presents an in-depth look at the various aspects of ...

Share this page with your friends now!
Text link
Forum (BBCode)
Website (HTML)

DISCLAIMER:

This site does not store Economics/Finances Bank Asset & Liability Management: Strategy, Trading, Analysis (Wiley Finance) (Hardcover) on its server. We only index and link to Economics/Finances Bank Asset & Liability Management: Strategy, Trading, Analysis (Wiley Finance) (Hardcover) provided by other sites. Please contact the content providers to delete Economics/Finances Bank Asset & Liability Management: Strategy, Trading, Analysis (Wiley Finance) (Hardcover) if any and email us, we'll remove relevant links or contents immediately.

Book123

Categories

Share With Friends

Archive by Date

Search Tag

Newest

Useful Links

Economics/Finances Bank Asset & Liability Management: Strategy, Trading, Analysis (Wiley Finance) (Hardcover)

Related Articles

DISCLAIMER:

Comments (0) All