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Bank Asset and Liability Management: Strategy, Trading, Analysis
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The name says it all! A Never Used All New item, comes in its sealed original packaging with all original accessories.
About this product
| Subject: | Asset-Liability Management (ALM) in Banking |
| Key Topics: |
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Banks play a crucial role in the global economy, with asset-liability management (ALM) being at the core of their operations. This book serves as a comprehensive guide to this essential financial market discipline, making it a valuable reference for professionals in banking and debt capital markets.
The book delves into various aspects of ALM, covering topics such as bank capital, money market trading, risk management, regulatory capital, and yield curve analysis. It provides detailed insights into liquidity management, gap analysis, funding risk management, as well as hedging strategies using interest-rate derivatives and credit derivatives.
Readers will also benefit from the in-depth exploration of key areas such as the impact of Basel II regulations, securitisation, balance sheet management, and structured finance products like asset-backed commercial paper, mortgage-backed securities, collateralised debt obligations, and structured investment vehicles, emphasizing their significance in ALM practices.
Furthermore, the book offers practical guidance on treasury operations and group transfer pricing, with concepts and techniques being elucidated through case studies and worked examples. Written in an accessible style, this book caters to market practitioners, bank regulators, and graduate students in banking and finance.
For enhanced learning, the companion website provides online access to software applications discussed in the book, including a yield curve model, cubic spline spreadsheet calculator, and CDO waterfall model.
