Bank Asset & Liability Management pdf epub mobi txt 电子书下载 2025

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出版者:John Wiley & Sons Inc

作者:Moorad Choudhry

出品人:

页数:1440

译者:

出版时间:2007-4

价格:687.00元

装帧:HRD

isbn号码:9780470821350

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美国
2007

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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 management hedging using interest–rate derivatives and creditderivatives 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.