Bank Asset and Liability Management: Strategy, Trading, - download pdf or read online

By Moorad Choudhry,Irving Henry

Banks are an essential component of the worldwide economic system, and the essence of banking is asset-liability administration (ALM). This booklet is a complete therapy of a tremendous monetary marketplace self-discipline. A reference textual content for all these occupied with banking and the debt capital markets, it describes the recommendations, items and artwork of ALM. topics lined comprise financial institution capital, cash marketplace buying and selling, danger administration, regulatory capital and yield curve research.

Highlights of the ebook contain unique insurance of:

  • liquidity, hole and investment probability management
  • hedging utilizing interest-rate derivatives and  credit derivatives
  • impact of Basel II
  • securitisation and stability sheet management
  • structured finance items together with asset-backed advertisement paper, mortgage-backed securities, collateralised debt responsibilities and established funding automobiles, and their function in ALM
  • treasury operations and workforce move pricing.

Concepts and strategies are illustrated with case experiences  and labored examples. Written in available kind, this e-book is key examining for industry practitioners, financial institution regulators and graduate scholars in banking and finance.

Includes unfastened CD-ROM that comprises software program on purposes defined within the booklet, together with a yield curve version, cubic spline spreadsheet calculator and CDO waterfall model.

Show description

Read or Download Bank Asset and Liability Management: Strategy, Trading, Analysis PDF

Best banks & banking books

Read e-book online A Behavioral Approach to Asset Pricing (Academic Press PDF

Behavioral finance is the research of the way psychology impacts monetary determination making and fiscal markets. it really is more and more changing into the typical method of realizing investor habit and inventory marketplace task. Incorporating the most recent study and idea, Shefrin bargains either a powerful conception and effective empirical instruments that handle derivatives, fastened source of revenue securities, mean-variance effective portfolios, and the marketplace portfolio.

Managing Financial Information in the Trade Lifecycle: A by Martijn Groot PDF

Details is the oxygen provide of the monetary markets. monetary info, or information, is so vital that businesses resembling Barclays and Citigroup now have govt positions of leader info Officer or Head of information Acquisition. This booklet, via a long-time insider at one of many top information administration proprietors, discusses the current and way forward for monetary facts administration by means of targeting the lifecycle of the monetary tools (stocks, bonds, techniques, derivatives) that generate and require information to maintain the markets relocating.

Get You & Your Bank In Crisis (GPS Capital Small Business PDF

For many SME and mid industry companies, their bankers are usually:•a key monetary stakeholder within the business;•a key power autonomous resource of recommendation and help whilst the banking dating is operating properly;•but as a result bank’s strength within the courting, a breakdown during this dating could be a genuine chance to the business’s survival.

Download PDF by Franz Netter: Wohnimmobilien: Mit den richtigen Investments vom deutschen

Wohnungen, Grundstücke, Häuser: Die Deutschen haben die Wohnimmobilie wieder entdeckt. Nach über einem Jahrzehnt Stagnation am Markt ziehen die Preise seit 2012 kräftig an – vor allem in den Toplagen. Sind es nur die extrem niedrigen Zinsen und die Sorge vor der Entwertung des Euros, die immer mehr Menschen dazu bringen, in Betongold zu investieren?

Additional resources for Bank Asset and Liability Management: Strategy, Trading, Analysis

Sample text

Download PDF sample

Bank Asset and Liability Management: Strategy, Trading, Analysis by Moorad Choudhry,Irving Henry


by Kenneth
4.5

Rated 4.93 of 5 – based on 27 votes