July 2018
Intermediate to advanced
1328 pages
36h
English
Content preview from The Moorad Choudhry Anthology, + Website
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,
O’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.I 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.I’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.I'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.
Index
- 3‐month inter‐bank lending rates, Sterling 1‐month rate (comparison)
- 3‐month Libor‐GC repo spread, comparison
- 7% Treasury, accrual calculation (example)
- 10‐year bond yields
- 10‐year US Treasury yield, correlation
- 30/360 calculation
- 30E/360 calculation
- 80‐20 rule
- 95‐5 rule
A
- Absolute prepayment speed (APS)
- Accelerated amortisation profile
- Acceleration
- Accounting risk
- Accrual factor
- Accrual pricing
- Accruals book
- Accrued interest
- Actual/360
- calculation
- day‐count, usage
- Actual/365
- calculation
- day‐count basis
- Actual/actual, calculation
- Additional Monitoring Metrics, returns
- Additional Tier (AT)
- capital instruments
- instrument requirements
- Adjustable‐rate mortgages
- Adjusted Nelson‐Siegel (N‐S) approaches
- Advanced Measurement Approach (AMA)
- African Development Bank (AfDB)
- Aggregate lending ratio
- Aggregate limit metrics
- AIB liabilities mix
- AIRB approach
- ALM Committee (ALCO)
- agenda
- arrangements
- asset‐liability committee, relationship
- bank policy
- best‐practice guidelines
- book
- governance framework, improvement (case study)
- governance model
- governance process best‐practice
- group ALCO (GALCO)
- group Treasury/local ALCO communication structure
- group Treasury operating model
- group Treasury organisation
- group Treasury roles/responsibilities
- interest rate risk policy, relationship
- limits
- local ALCO organisation
- local Treasury
- management information
- membership
- mission
- operating agenda
- operating models
- organisation structure
- orthodox front‐office Treasury function
- policy
- report
- reporting ...
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
O’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.
I 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.
I’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.
I'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.