"A great write-up on the art of banking. Essential reading for anyone working in finance."
Dan Cunningham, Senior Euro Cash & OBS Dealer, KBC Bank NV, London
"Focused and succinct review of the key issues in bank risk management."
Graeme Wolvaardt, Head of Market Risk Control, Europe Arab Bank plc, London
The importance of banks to the world's economic system cannot be overstated. The foundation of consistently successful banking practice remains efficient asset-liability management and liquidity risk management.
This book introduces the key concepts of banking, concentrating on the application of robust risk management principles from a practitioner viewpoint, and how to incorporate these principles into bank strategy.
Detailed coverage includes:
Bank strategy and capital
Understanding the yield curve
Principles of asset-liability management
Effective liquidity risk management
The role of the bank ALM committee
Written in the author's trademark accessible style, this book is a succinct and focused analysis of the core principles of good banking practice.
Table of Contents
- Half Title page
- Title page
- Copyright page
- About the Author
- Chapter 1: Bank Business and Capital
- Chapter 2: The Money Markets
- Chapter 3: The Yield Curve
- Chapter 4: Introduction to Trading and Hedging
- Chapter 5: Asset and Liability Management I
- Chapter 6: Asset and Liability Management II
- Chapter 7: Asset and Liability Management III: The Alco
- Chapter 8: Bank Liquidity Risk Management
- Chapter 9: A Sustainable Bank Business Model: Capital, Liquidity and Leverage
- Chapter 10: Bank Regulatory Capital
- Appendix A: Summary Of bank Product Line
- Appendix B: Financial Markets Arithmetic
- Appendix C: Abbreviations and Acronyms
- Title: An Introduction to Banking: Liquidity Risk and Asset–liability Management
- Release date: April 2011
- Publisher(s): Wiley
- ISBN: 9781119950240