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:
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.
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.
Vendeur : Studio Books and Music, CAMBRIDGE, Royaume-Uni
Hardcover. Etat : Good. 1st Edition. Missing dust jacket and CD Rom. Hole to front free endpaper. Clean, unmarked and well bound. N° de réf. du vendeur ABE-1784401710251
Quantité disponible : 1 disponible(s)
Vendeur : Goodwill of Western and Northern CT, Bridgeport, CT, Etats-Unis
Etat : acceptable. All pages and the cover are intact, but shrink wrap, dust covers, or boxed set case may be missing. Pages may include limited notes, highlighting, or minor water damage but the text is readable. Item may be missing bundled media. N° de réf. du vendeur WNCTV.0470821353.A
Quantité disponible : 1 disponible(s)
Vendeur : Brook Bookstore On Demand, Napoli, NA, Italie
Etat : new. N° de réf. du vendeur 9cd3c9819419607eb12d19c63faaabfc
Quantité disponible : Plus de 20 disponibles
Vendeur : PBShop.store UK, Fairford, GLOS, Royaume-Uni
HRD. Etat : New. New Book. Shipped from UK. Established seller since 2000. N° de réf. du vendeur FW-9780470821350
Quantité disponible : 15 disponible(s)
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
Etat : New. In English. N° de réf. du vendeur ria9780470821350_new
Quantité disponible : Plus de 20 disponibles
Vendeur : Grand Eagle Retail, Bensenville, IL, Etats-Unis
Hardcover. Etat : new. Hardcover. 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 managementHedging using interest-rate derivatives and credit derivativesImpact of Basel IISecuritisation and balance sheet managementStructured finance products including asset-backed commercial paper, mortgage-backed securities, collateralised debt obligations and structured investment vehicles, and their role in ALMTreasury 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. "Again, Moorad Choudhry takes his readers beyond the older books in the market that simply list a string of facts, and into a world of highly practical and up-to-the-minute concepts and strategies. Bank asset-liability management is about knowing when and how to use all the tools available. This book tackles the whole spectrum. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. N° de réf. du vendeur 9780470821350
Quantité disponible : 1 disponible(s)
Vendeur : Majestic Books, Hounslow, Royaume-Uni
Etat : New. pp. xxiii + 1415 Illus. N° de réf. du vendeur 7520666
Quantité disponible : 3 disponible(s)
Vendeur : Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlande
Etat : New. 2007. 1st Edition. Hardcover. "Again, Moorad Choudhry takes his readers beyond the older books in the market that simply list a string of facts, and into a world of highly practical and up-to-the-minute concepts and strategies. Bank asset-liability management is about knowing when and how to use all the tools available. This book tackles the whole spectrum. Num Pages: 1440 pages, Illustrations. BIC Classification: KFFK. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 237 x 169 x 78. Weight in Grams: 1924. . . . . . N° de réf. du vendeur V9780470821350
Quantité disponible : Plus de 20 disponibles
Vendeur : Rarewaves.com USA, London, LONDO, Royaume-Uni
Hardback. Etat : New. 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 managementHedging using interest-rate derivatives and credit derivativesImpact of Basel IISecuritisation and balance sheet managementStructured finance products including asset-backed commercial paper, mortgage-backed securities, collateralised debt obligations and structured investment vehicles, and their role in ALMTreasury 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. N° de réf. du vendeur LU-9780470821350
Quantité disponible : 11 disponible(s)
Vendeur : Revaluation Books, Exeter, Royaume-Uni
Hardcover. Etat : Brand New. hardback/cd-rom edition. 1415 pages. 9.25x6.00x3.00 inches. In Stock. N° de réf. du vendeur __0470821353
Quantité disponible : 2 disponible(s)