An Introduction to Banking: Liquidity Risk and Asset–liability Management

Table of contents

1. Cover
2. Half Title page
3. Title page
4. Copyright page
5. Dedication
6. Foreword
7. Preface
8. About the Author
9. Chapter 1: Bank Business and Capital
   1. Banking Business
   2. Capital Markets
   3. Scope of Banking Activities
   4. Financial Statements and Ratios
   5. References
10. Chapter 2: The Money Markets
    1. Introduction
    2. Securities Quoted on A Yield Basis
    3. Securities Quoted on A Discount Basis
    4. Commercial Paper
    5. Repo
    6. Currencies using Money Market Year Base of 365 Days
11. Chapter 3: The Yield Curve
    1. Forward Rate Calculation for Money Market Term
    2. Bibliography
12. Chapter 4: Introduction to Trading and Hedging
    1. Trading Approach
    2. Specials Trading
    3. Matched Book Trading
    4. Interest-Rate-Hedging Tools
    5. Credit Risk Hedging
    6. Bibliography
13. Chapter 5: Asset and Liability Management I
14. Chapter 6: Asset and Liability Management II
    1. Introduction
    2. The Banking Book
    3. The ALM Desk
    4. Developments in ALM
    5. Liquidity and Interest Rate Risk
    6. Critique of The Traditional Approach
    7. Securitization
    8. NPV and Value-at-Risk
    9. Bibliography
15. Chapter 7: Asset and Liability Management III: The Alco
16. Chapter 8: Bank Liquidity Risk Management
17. Chapter 9: A Sustainable Bank Business Model: Capital, Liquidity and Leverage
    1. References
18. Chapter 10: Bank Regulatory Capital
    1. Bibliography
19. Appendix A: Summary Of bank Product Line
    1. Reference
20. Appendix B: Financial Markets Arithmetic
    1. Multiple Cashflows
21. Appendix C: Abbreviations and Acronyms
22. Index