Bank valuation and value-based management: deposit and loan pricing, performance evaluation, and risk management
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
New York, NY [u.a.]
McGraw-Hill
2009
|
| Schriftenreihe: | [McGraw-Hill finance & investing]
|
| Schlagworte: | |
| Online-Zugang: | Contributor biographical information Publisher description Table of contents only Inhaltsverzeichnis |
| Beschreibung: | Series statement from jacket Includes bibliographical references and index |
| Beschreibung: | VI, 442 S. graph. Darst. 24 cm |
| ISBN: | 9780071624992 0071624996 |
Internformat
MARC
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| 245 | 1 | 0 | |a Bank valuation and value-based management |b deposit and loan pricing, performance evaluation, and risk management |c Jean Dermine |
| 246 | 1 | 3 | |a Bank valuation & value-based management |
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| 650 | 4 | |a Asset-liability management | |
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Datensatz im Suchindex
| _version_ | 1804151528319090688 |
|---|---|
| adam_text | Titel: Bank valuation and value-based management
Autor: Dermine, Jean
Jahr: 2009
CONTENTS
Introduction 1
Chapter 1
Discounting, Present Value, and the Yield Curve 3
Chapter 2
Coupon Bond Rate, Zero Coupon Bond Rate, Forward Rates,
and the Shape of the Yield Curve 16
Chapter 3
Statistics: A Review 26
Chapter 4
The Economics of Banking, and a Bank s Balance
Sheet and Income Statement 35
PART ONE
BANK VALUATION
Chapter 5
The Valuation of Banks, Part 1 48
Chapter 6
The Valuation of Banks, Part 2 75
Chapter 7
Economic and Strategic Drivers of Bank Valuation 99
Chapter 8
Valuation of Fee-Based Activities 116
PART TWO
VALUE-BASED MANAGEMENT
Chapter 9
Value-Based Management in Banking: An Introduction 132
Chapter 10
Fund Transfer Pricing: Foundation and
Advanced Approaches 151
Chapter 11
Deposit Pricing and Repurchase Agreements 175
Chapter 12
Capital Regulation (Basel I), Economic Capital Allocation,
and Loan Pricing I (the Equity Spread) 187
Chapter 13
Capital Regulation (Basel II) 204
Chapter 14
Loss Given Default and Provisions on
Nonperforming Loans 219
Chapter 15
Loan Pricing II, Loan-Loss Provisions on Performing Loans,
and Estimates of Probabilities of Default 231
Chapter 16
Securitization 250
PART THREE
RISK MANAGEMENT
Chapter 17
Risk Management in Banking: An Overview 266
Chapter 18
The Control of Interest-Rate Risk on the Banking Book, Part 1:
The Earnings at Risk 272
Chapter 19
The Control of Interest-Rate Risk on the Banking Book, Part 2:
The Economic Value at Risk 285
Chapter 20
Value at Risk in the Trading Book:
The Aggregation of Risks 306
Chapter 21
Liquidity Risk and Value Creation 325
Chapter 22
Credit Risk Portfolio Diversification: Credit Value at Risk 342
Chapter 23
Marginal Risk Contribution, Diversification, and Economic
Capital Allocation 365
Chapter 24
Forwards, Futures, Swaps, and Options: Counterparty Risk 380
Chapter 25
Credit Derivatives 400
Chapter 26
Operational Risk 414
References 424
Index 435
|
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| illustrated | Illustrated |
| indexdate | 2024-07-10T00:56:15Z |
| institution | BVB |
| isbn | 9780071624992 0071624996 |
| language | English |
| lccn | 2010277035 |
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| spelling | Dermine, Jean Verfasser (DE-588)170034836 aut Bank valuation and value-based management deposit and loan pricing, performance evaluation, and risk management Jean Dermine Bank valuation & value-based management Bank valuation and value based management New York, NY [u.a.] McGraw-Hill 2009 VI, 442 S. graph. Darst. 24 cm txt rdacontent n rdamedia nc rdacarrier [McGraw-Hill finance & investing] Series statement from jacket Includes bibliographical references and index Bank Asset-liability management Banks and banking Valuation Wertorientiertes Management (DE-588)4776793-5 gnd rswk-swf Bank (DE-588)4004436-1 gnd rswk-swf Bilanzstrukturmanagement (DE-588)4413520-8 gnd rswk-swf Bank (DE-588)4004436-1 s Bilanzstrukturmanagement (DE-588)4413520-8 s Wertorientiertes Management (DE-588)4776793-5 s b DE-604 http://www.loc.gov/catdir/enhancements/fy1012/2010277035-b.html Contributor biographical information http://www.loc.gov/catdir/enhancements/fy1012/2010277035-d.html Publisher description http://www.loc.gov/catdir/enhancements/fy1012/2010277035-t.html Table of contents only HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=026862084&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Dermine, Jean Bank valuation and value-based management deposit and loan pricing, performance evaluation, and risk management Bank Asset-liability management Banks and banking Valuation Wertorientiertes Management (DE-588)4776793-5 gnd Bank (DE-588)4004436-1 gnd Bilanzstrukturmanagement (DE-588)4413520-8 gnd |
| subject_GND | (DE-588)4776793-5 (DE-588)4004436-1 (DE-588)4413520-8 |
| title | Bank valuation and value-based management deposit and loan pricing, performance evaluation, and risk management |
| title_alt | Bank valuation & value-based management Bank valuation and value based management |
| title_auth | Bank valuation and value-based management deposit and loan pricing, performance evaluation, and risk management |
| title_exact_search | Bank valuation and value-based management deposit and loan pricing, performance evaluation, and risk management |
| title_full | Bank valuation and value-based management deposit and loan pricing, performance evaluation, and risk management Jean Dermine |
| title_fullStr | Bank valuation and value-based management deposit and loan pricing, performance evaluation, and risk management Jean Dermine |
| title_full_unstemmed | Bank valuation and value-based management deposit and loan pricing, performance evaluation, and risk management Jean Dermine |
| title_short | Bank valuation and value-based management |
| title_sort | bank valuation and value based management deposit and loan pricing performance evaluation and risk management |
| title_sub | deposit and loan pricing, performance evaluation, and risk management |
| topic | Bank Asset-liability management Banks and banking Valuation Wertorientiertes Management (DE-588)4776793-5 gnd Bank (DE-588)4004436-1 gnd Bilanzstrukturmanagement (DE-588)4413520-8 gnd |
| topic_facet | Bank Asset-liability management Banks and banking Valuation Wertorientiertes Management Bilanzstrukturmanagement |
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