Bank Asset and Liability Management: Strategy Trading Analysis (Wiley Finance)
Highlights of the book include detailed coverage of:
- liquidity, gap and funding risk management
- hedging using interest–:rate derivatives and : credit :derivatives
- impact of Basel II
- securitisation and balance sheet management
- structured finance products including asset–:backed commercial paper, mortgage–:backed securities, collateralised debt obligations and structured investment vehicles, and their role in ALM
- treasury 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.
Includes free CD–:ROM that contains software on applications described in the book, including a yield curve model, cubic spline spreadsheet calculator and CDO waterfall model.
*An electronic version of a printed book that can be read on a computer or handheld device designed specifically for this purpose.
Formats for this Ebook
|Required Software||Any PDF Reader, Apple Preview|
|Supported Devices||Windows PC/PocketPC, Mac OS, Linux OS, Apple iPhone/iPod Touch.|
|# of Devices||Unlimited|
|Flowing Text / Pages||Pages|
|The message text*:|
Wochenkalender 2014 Henne im Garten: rechte Seite Kalender, linke Seite Notizbuch, 1 Woche = 1 Seite, ca A5