By Moorad Choudhry,Irving Henry
Highlights of the e-book comprise distinct 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 cars, and their function in ALM
- treasury operations and crew move pricing.
Concepts and methods are illustrated with case experiences and labored examples. Written in available sort, this booklet is key examining for marketplace practitioners, financial institution regulators and graduate scholars in banking and finance.
Includes unfastened CD-ROM that includes software program on purposes defined within the publication, together with a yield curve version, cubic spline spreadsheet calculator and CDO waterfall model.
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