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Book Bank Asset and Liability Management: Strategy Trading Analysis (Wiley Finance)

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Bank Asset and Liability Management: Strategy Trading Analysis (Wiley Finance)

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    Available in PDF - DJVU Format | Bank Asset and Liability Management: Strategy Trading Analysis (Wiley Finance).pdf | Language: ENGLISH
    Moorad Choudhry (Author)

    Book details


Banks are a vital part of the global economy, and the essence of banking is asset–:liability management (ALM). This book is a comprehensive treatment of an important financial market discipline. A reference text for all those involved in banking and the debt capital markets, it describes the techniques, products and art of ALM. Subjects covered include bank capital, money market trading, risk management, regulatory capital and yield curve analysis.

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.

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  • Pdf

*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

PDF
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
Printable? Yes

Book details

  • PDF | 1440 pages
  • Moorad Choudhry (Author)
  • John Wiley Sons: Har/Cdr edition (25 May 2007)
  • English
  • 5
  • Business, Finance Law

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