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Asset and Liability Management: The Banker’s Guide to Value Creation and Risk Control, Second Edition by Youssef F. Bissada, Jean Dermine

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Contents

Asset & Liability Management incorporates the modern techniques used in profitability and risk management of a commercial bank. Six interrelated topics will be discussed:

  • shareholder value creation

  • profit centre management

  • risk-adjusted performance management

  • pricing credit risk and loan provisioning

  • the management of interest rate and liquidity risks

  • an introduction to derivatives, including credit derivatives.

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