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.

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

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