March 2002
Intermediate to advanced
176 pages
3h 48m
English
book
Asset and Liability Management: The Banker’s Guide to Value Creation and Risk Control, Second Edition
by Jean Dermine, Youssef F. Bissada
Content preview from Asset and Liability Management: The Banker’s Guide to Value Creation and Risk Control, Second Edition
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Pricing Policies of Financial Intermediaries, Springer Verlag (Studies in Contemporary Economics no. 5), Berlin. Laureate of the 1984 BACOB Prize for Economic and Financial Research, 1984.
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‘Accounting framework for banks, a market value approach’, SUERF Series, 50 A, 1985.
‘Deposit rates, credit rates and bank capital, the Klein-Monti model revisited’, Journal of Banking and Finance, 10, 1986.
‘Measuring the market value of a bank, a primer’, Finance, 8, 1987.
‘Duration and taxes, an application of Paul Samuelson’s tax rate invariance ...
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