|
|
 |
|
Viewing report
|
|
|
|
Bank Asset & Liability Management: Strategy, Trading, Analysis
John Wiley and Sons Ltd, June 2007, Pages: 400
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.
About the Authors:
Moorad Choudhry is Head of Treasury at KBC Financial Products UK Limited in London. He previously worked as a government bond trader at ABN Amro Hoare Govett Limited and Hambros Bank Limited, and in structured finance with JPMorgan Chase Bank.
Moorad is a Visiting Professor at the Department of Economics, London Metropolitan University, and a Fellow of the Securities Institute in the City of London. He is co-editor with Professor Frank Fabozzi of The Handbook of European Fixed Income Securities.
Customers who bought this item also bought
Handbook of Asset and Liability Management: From Models to Optimal Return Strategies
CH Energy Group Incorporated
C.H. Robinson Worldwide, Inc.
Kordellos Ch. Bros SA
CH Offshore Ltd
CH Karnchang Public Company Limited
Islamic Bank Treasury and Risk Management
Structured Credit Products Pricing, Rating, Risk Management and Basel II
Financial Analysis - C.H. Robinson Worldwide
Valuing a Bank Under IAS/IFRS and Basel II
Accounting for Derivatives: Advanced Hedging under IFRS
Liability Hedging and Portfolio Choice
|
|
|
|
