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Bank Asset and Liability Management: Strategy, Trading, Analysis, Choudhry, Moorad
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Author Name:    Choudhry, Moorad

Title:   Bank Asset and Liability Management: Strategy, Trading, Analysis

Binding:   Hardcover

Book Condition:   New

Publisher:    Wiley 

ISBN Number:   0470821353 / 9780470821350

Seller ID:   ING9780470821350

0470821353 Special order direct from the distributor

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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 managementhedging using interest-rate derivatives and credit derivativesimpact of Basel IIsecuritisation and balance sheet managementstructured finance products including asset-backed commercial paper, mortgage-backed securities, collateralised debt obligations and structured investment vehicles, and their role in ALMtreasury 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.

Price = 192.78 CDN
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