By Moorad Choudhry,Irving Henry
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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Additional resources for Bank Asset and Liability Management: Strategy, Trading, Analysis
Bank Asset and Liability Management: Strategy, Trading, Analysis by Moorad Choudhry,Irving Henry