Author: Moorad Choudhry
Edition:
Publisher: Wiley
Binding: Hardcover
ISBN: 0470821353
Price:
You Save: 46%
Bank Asset and Liability Management: Strategy, Trading, Analysis (Wiley Finance)
Banks are a vital part of the global economy, and the essence of banking is asset-liability management (ALM).Bank Asset and Liability Management review. 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 pricingRead full reviews of Bank Asset and Liability Management.
Read bank asset and liability management (978047082 - moorad choudhry (hardcover) reviews by
Powered by Frooition Pro Click here to view full size. Full Size Image Click to close full size. Bank Asset and Liability Management (9780470821350) - Book NEW Author(s): Moorad Choudhry Format: Hardcover # Pages: 1415 ISBN-13: 9780470821350 Published: 04/30/2007 Language: English Weight: 4.14 pounds Brand new book. About Us Payment Shipping Customer Service FAQs Welcome to MovieMars All items are Brand New. We offer unbeatable prices, quick shipping times and a wide selection second to none. PBank Asset and Liability Management is a reference book for those involved, or becoming involved in, or becoming involved in, commercial banking and/or money markets. It describes products and the art of ALM, which includes money markets trading, risk management (including interest-rate risk and credit risk), regulatory capital management, and securitization.Buy Bank Asset and Liability Management by Moorad Choudhry and Read this Book on Kobo's Free Apps. Discover Kobo's Vast Collection of Ebooks Today - Over 3 Million Titles, Including 2 Million Free Ones!Bank Asset and Liability Managementauthor moorad choudhry format hardback language english publication year 25 05 2007 subject management business economics industry subject 2 finance accounting title bank asset and liability management strategy trading analysis author choudhry moorad publisher john wiley sons inc publication date apr 30 2007 pages 1415 binding hardcover edition hardback cd rom dimensions 6 00 wx 9 25 hx 3 00 d isbn 0470821353 subject business economics finance description banks are a vital part of the global eBank Asset and Liability Management Reviews
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.
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