Bank asset and liability management: strategy, trading, analysis
Saved in:
| Format: | Book |
|---|---|
| Language: | English |
| Published: |
Singapore
Wiley
2007
|
| Series: | Wiley finance
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XXIII, 1415 S. graph. Darst. 1 CD-ROM, 12 cm |
| ISBN: | 0470821353 9780470821350 |
Staff View
MARC
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Record in the Search Index
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|---|---|
| adam_text | Contents
Foreword xi
Preface xiii
About the Author xxiii
Part I Banking business, bank capital and
debt market instruments 1
Chapter 1 Bank business and bank capital 3
Chapter 2 Financial statements and ratio analysis 29
Chapter 3 The money markets 47
Chapter 4 The bond instrument 133
Part II Bank treasury asset liability management 209
Chapter 5 Asset liability management I 211
Chapter 6 Asset liability management II 247
Chapter 7 ALM trading principles 305
Chapter 8 Asset liability management III: The ALCO 327
Chapter 9 The yield curve 339
Chapter 10 The determinants of the swap spread and
understanding the term premium 451
Chapter 11 Introduction to relative spread analysis 477
Part III Financial instruments, applications and hedging 491
Chapter 12 Repo instruments 493
Chapter 13 Money market derivatives 539
Chapter 14 Interest rate swaps and overnight index swaps 625
Chapter 15 Hedging using bond futures contracts 713
Chapter 16 Credit risk and credit derivatives 745
Chapter 17 Value at Risk (VaR) and credit VaR 833
Part IV Funding and balance sheet management using
securitisation and structured credit vehicles 881
Chapter 18 Introduction to securitisation 887
Chapter 19 Structured, synthetic and repackaged funding vehicles 921
Chapter 20 Mortgage backed securities and covered bonds 961
Chapter 21 Asset backed securities 999
Chapter 22 Collateralised debt obligations 1021
Chapter 23 Synthetic collateralised debt obligations 1059
Chapter 24 Synthetic mortgage backed securities 1139
Chapter 25 Structured investment vehicles 1147
Part V Bank regulatory capital 1161
Chapter 26 Bank regulatory capital and the Basel rules 1165
Chapter 27 A primer on Basel II 1195
Part VI Treasury middle office operations 1241
Chapter 28 Funding and Treasury procedures for banking
corporations 1243
Part VII Applications software enclosed with the book 1261
Chapter 29 Applications software and spreadsheet models 1263
Appendix Financial markets arithmetic 1277
Glossary 1315
Index 1383
|
| adam_txt |
Contents
Foreword xi
Preface xiii
About the Author xxiii
Part I Banking business, bank capital and
debt market instruments 1
Chapter 1 Bank business and bank capital 3
Chapter 2 Financial statements and ratio analysis 29
Chapter 3 The money markets 47
Chapter 4 The bond instrument 133
Part II Bank treasury asset liability management 209
Chapter 5 Asset liability management I 211
Chapter 6 Asset liability management II 247
Chapter 7 ALM trading principles 305
Chapter 8 Asset liability management III: The ALCO 327
Chapter 9 The yield curve 339
Chapter 10 The determinants of the swap spread and
understanding the term premium 451
Chapter 11 Introduction to relative spread analysis 477
Part III Financial instruments, applications and hedging 491
Chapter 12 Repo instruments 493
Chapter 13 Money market derivatives 539
Chapter 14 Interest rate swaps and overnight index swaps 625
Chapter 15 Hedging using bond futures contracts 713
Chapter 16 Credit risk and credit derivatives 745
Chapter 17 Value at Risk (VaR) and credit VaR 833
Part IV Funding and balance sheet management using
securitisation and structured credit vehicles 881
Chapter 18 Introduction to securitisation 887
Chapter 19 Structured, synthetic and repackaged funding vehicles 921
Chapter 20 Mortgage backed securities and covered bonds 961
Chapter 21 Asset backed securities 999
Chapter 22 Collateralised debt obligations 1021
Chapter 23 Synthetic collateralised debt obligations 1059
Chapter 24 Synthetic mortgage backed securities 1139
Chapter 25 Structured investment vehicles 1147
Part V Bank regulatory capital 1161
Chapter 26 Bank regulatory capital and the Basel rules 1165
Chapter 27 A primer on Basel II 1195
Part VI Treasury middle office operations 1241
Chapter 28 Funding and Treasury procedures for banking
corporations 1243
Part VII Applications software enclosed with the book 1261
Chapter 29 Applications software and spreadsheet models 1263
Appendix Financial markets arithmetic 1277
Glossary 1315
Index 1383 |
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| illustrated | Illustrated |
| index_date | 2024-07-02T18:09:52Z |
| indexdate | 2024-07-09T20:59:49Z |
| institution | BVB |
| isbn | 0470821353 9780470821350 |
| language | English |
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| publishDate | 2007 |
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| publisher | Wiley |
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| spelling | Bank asset and liability management strategy, trading, analysis Moorad Choudhry. With contributions from ... Singapore Wiley 2007 XXIII, 1415 S. graph. Darst. 1 CD-ROM, 12 cm txt rdacontent n rdamedia nc rdacarrier Wiley finance Asset-liability management Choudhry, Moorad Sonstige oth HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015746453&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Bank asset and liability management strategy, trading, analysis Asset-liability management |
| title | Bank asset and liability management strategy, trading, analysis |
| title_auth | Bank asset and liability management strategy, trading, analysis |
| title_exact_search | Bank asset and liability management strategy, trading, analysis |
| title_exact_search_txtP | Bank asset and liability management strategy, trading, analysis |
| title_full | Bank asset and liability management strategy, trading, analysis Moorad Choudhry. With contributions from ... |
| title_fullStr | Bank asset and liability management strategy, trading, analysis Moorad Choudhry. With contributions from ... |
| title_full_unstemmed | Bank asset and liability management strategy, trading, analysis Moorad Choudhry. With contributions from ... |
| title_short | Bank asset and liability management |
| title_sort | bank asset and liability management strategy trading analysis |
| title_sub | strategy, trading, analysis |
| topic | Asset-liability management |
| topic_facet | Asset-liability management |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015746453&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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