Bank Asset and Liability Management: Strategy, Trading, - download pdf or read online

By Moorad Choudhry,Irving Henry

ISBN-10: 0470821353

ISBN-13: 9780470821350

Banks are an integral part of the worldwide economic climate, and the essence of banking is asset-liability administration (ALM). This e-book is a entire remedy of an immense monetary marketplace self-discipline. A reference textual content for all these fascinated with banking and the debt capital markets, it describes the recommendations, items and artwork of ALM. topics lined contain financial institution capital, funds marketplace buying and selling, danger administration, regulatory capital and yield curve research.

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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Bank Asset and Liability Management: Strategy, Trading, Analysis by Moorad Choudhry,Irving Henry


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