Description: Bank Asset and Liability Management : Strategy, Trading, Analysis, Hardcover by Choudhry, Moorad, ISBN 0470821353, ISBN-13 9780470821350, Like New Used, Free shipping in the US 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 th 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.
Companion website features online access to software on applications described in th, including a yield curve model, cubic spline spreadsheet calculator and CDO waterfall model.
Price: 91.56 USD
Location: Jessup, Maryland
End Time: 2024-12-12T03:20:59.000Z
Shipping Cost: 0 USD
Product Images
Item Specifics
Return shipping will be paid by: Buyer
All returns accepted: Returns Accepted
Item must be returned within: 14 Days
Refund will be given as: Money Back
Return policy details:
Book Title: Bank Asset and Liability Management : Strategy, Trading, Analysis
Number of Pages: 1440 Pages
Publication Name: Bank Asset and Liability Management : Strategy, Trading, Analysis
Language: English
Publisher: Wiley & Sons, Incorporated, John
Subject: Banks & Banking, Finance / Financial Risk Management, Finance / General
Item Height: 2.5 in
Publication Year: 2007
Type: Textbook
Item Weight: 60.1 Oz
Subject Area: Business & Economics
Item Length: 9.1 in
Author: Moorad Choudhry
Item Width: 6.2 in
Format: Hardcover
