Bank Asset and Liability Management: Strategy Trading Analysis (Wiley Finance) Book + PRICE WATCH * Amazon pricing is not included in price watch

Bank Asset and Liability Management: Strategy Trading Analysis (Wiley Finance) Book

Again, Moorad Choudhry takes his readers beyond the older books in the market that simply list a string of facts, and into a world of highly practical and..."Read More

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  • Product Description

    Banks are a vital part of the global economy, and the essence of banking is asset-liability management (ALM). This book is a comprehensive treatment of an important financial market discipline. A reference text for all those involved in banking and the debt capital markets, it describes the techniques, products and art of ALM. Subjects covered include bank capital, money market trading, risk management, regulatory capital and yield curve analysis.

    Highlights of the book include detailed coverage of:

    • liquidity, gap and funding risk management
    • hedging using interest-rate derivatives and  credit derivatives
    • impact of Basel II
    • securitisation and balance sheet management
    • structured finance products including asset-backed commercial paper, mortgage-backed securities, collateralised debt obligations and structured investment vehicles, and their role in ALM
    • treasury operations and group transfer pricing.

    Concepts and techniques are illustrated with case studies  and worked examples. Written in accessible style, this book is essential reading for market practitioners, bank regulators and graduate students in banking and finance.

    Includes free CD-ROM that contains software on applications described in the book, including a yield curve model, cubic spline spreadsheet calculator and CDO waterfall model.

  • 0470821353
  • 9780470821350
  • Moorad Choudhry
  • 25 May 2007
  • John Wiley & Sons
  • Hardcover (Book)
  • 1440
  • Har/Cdr
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