Bank Asset and Liability Management: Strategy, Trading, Analysis - Couverture rigide

Choudhry, Moorad

 
9780470821350: Bank Asset and Liability Management: Strategy, Trading, Analysis
Couverture rigide
ISBN 10 : 0470821353 ISBN 13 : 9780470821350
Editeur : John Wiley & Sons Inc, 2007

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l?auteur

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
John Wiley & Sons Inc
Date d'édition
2007
Langue
anglais
ISBN 10 
0470821353
ISBN 13 
9780470821350
Reliure
Relié
Nombre de pages
1440
Coordonnées du fabricant
non disponible
Personne responsable
non disponible