Bank and Financial Institution Management - Couverture souple

Humphery-Jenner, Mark

Couverture souple

ISBN 13 : 9798191581873

Editeur : Independently published, 2026

Synopsis

A financial institution is, at its core, a portfolio of promises: to depositors who can withdraw on demand, to borrowers who may not repay, and to counterparties on both sides of its balance sheet. Managing one means measuring those exposures, deciding which to keep, and holding enough capital and liquidity to survive the ones that go wrong.
Written for undergraduate students and anyone starting out in banking, risk management, or financial regulation, this book provides a complete, self-contained introduction to how banks and other financial institutions measure and manage risk:

• Why financial institutions exist, why they are special, and why they are so heavily regulated
• Interest rate risk, from the repricing gap through duration, immunization, and convexity
• Credit risk, from individual loan pricing and credit scoring to portfolio models
• Foreign exchange risk and hedging
• Liquidity risk, bank runs, and the Basel III liquidity standards (LCR and NSFR)
• Capital adequacy and the Basel framework, from risk-weighted assets to capital buffers
• Market risk and Value at Risk, operational risk, and securitization

Every concept is developed through fully worked numerical examples, and every chapter ends with a set of questions accompanied by complete step-by-step solutions, making the book equally suited to course use and self-study. Real episodes, from the 2008 global financial crisis to the 2023 run on Silicon Valley Bank, connect the models to what happens when risk management fails. Examples draw on the Australian banking system alongside United States and international parallels, with all tools grounded in the global Basel standards.
No prerequisites beyond introductory finance and a basic calculator. If you want to move from reading about banking to being able to do the calculations that banking runs on, this book is for you.

A financial institution is, at its core, a portfolio of promises: to depositors who can withdraw on demand, to borrowers who may not repay, and to counterparties on both sides of its balance sheet. Managing one means measuring those exposures, deciding which to keep, and holding enough capital and liquidity to survive the ones that go wrong.
Written for undergraduate students and anyone starting out in banking, risk management, or financial regulation, this book provides a complete, self-contained introduction to how banks and other financial institutions measure and manage risk:

• Why financial institutions exist, why they are special, and why they are so heavily regulated
• Interest rate risk, from the repricing gap through duration, immunization, and convexity
• Credit risk, from individual loan pricing and credit scoring to portfolio models
• Foreign exchange risk and hedging
• Liquidity risk, bank runs, and the Basel III liquidity standards (LCR and NSFR)
• Capital adequacy and the Basel framework, from risk-weighted assets to capital buffers
• Market risk and Value at Risk, operational risk, and securitization

Every concept is developed through fully worked numerical examples, and every chapter ends with a set of questions accompanied by complete step-by-step solutions, making the book equally suited to course use and self-study. Real episodes, from the 2008 global financial crisis to the 2023 run on Silicon Valley Bank, connect the models to what happens when risk management fails. Examples draw on the Australian banking system alongside United States and international parallels, with all tools grounded in the global Basel standards.
No prerequisites beyond introductory finance and a basic calculator. If you want to move from reading about banking to being able to do the calculations that banking runs on, this book is for you.

Détails de l'édition

• Éditeur: Independently published
• Date d'édition: 2026
• Langue: anglais
• ISBN 13: 9798191581873
• Reliure: Broché
• Nombre de pages: 258
• Coordonnées du fabricant: Manufactured by Amazon on behalf of the author; https://www.amazon.fr/hz/contact-us; ; c/o Amazon Media EU S.à.r.l., 38 Avenue John F. Kennedy; Luxembourg; L-1855; Luxembourg