Skip to Content
Asset and Liability Management: The Banker’s Guide to Value Creation and Risk Control, Second Edition
book

Asset and Liability Management: The Banker’s Guide to Value Creation and Risk Control, Second Edition

by Jean Dermine, Youssef F. Bissada
March 2002
Intermediate to advanced
176 pages
3h 48m
English
Pearson
Content preview from Asset and Liability Management: The Banker’s Guide to Value Creation and Risk Control, Second Edition

Shareholders’ investment opportunities

The two types of investment opportunities available to your sister and other shareholders include:

The difference between the expected return on a risky share and the risk-free rate on government bonds is called the risk premium.

In other words, the expected return on a bank share will be equal to the current interest rate on bonds plus a risk premium.

Expected return on a bank share = Risk-free rate on bonds + risk premium

The expected return on a share is sometimes referred to as the average return. As the share price goes up and down, the return on your investment can be high or low. The expected return ...

Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
and much more.

Read now

Unlock full access

More than 5,000 organizations count on O’Reilly

AirBnbBlueOriginElectronic ArtsHomeDepotNasdaqRakutenTata Consultancy Services

QuotationMarkO’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.
Julian F.
Head of Cybersecurity
QuotationMarkI wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.
Addison B.
Field Engineer
QuotationMarkI’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.
Amir M.
Data Platform Tech Lead
QuotationMarkI'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.
Mark W.
Embedded Software Engineer

You might also like

Value at Risk and Bank Capital Management

Value at Risk and Bank Capital Management

Francesco Saita

Publisher Resources

ISBN: 9780131370241Purchase book