EbookBell.com

Most ebook files are in PDF format, so you can easily read them using various software such as Foxit Reader or directly on the Google Chrome browser.
Some ebook files are released by publishers in other formats such as .awz, .mobi, .epub, .fb2, etc. You may need to install specific software to read these formats on mobile/PC, such as Calibre.

Please read the tutorial at this link: https://ebookbell.com/faq

We offer FREE conversion to the popular formats you request; however, this may take some time. Therefore, right after payment, please email us, and we will try to provide the service as quickly as possible.

For some exceptional file formats or broken links (if any), please refrain from opening any disputes. Instead, email us first, and we will try to assist within a maximum of 6 hours.

EbookBell Team

Bank Asset And Liability Management Strategy Trading Analysis 1st Edition Moorad Choudhry

SKU: BELL-4705740

$ 31.00 ~~$ 45.00~~ (-31%)

0 reviews

Bank Asset And Liability Management Strategy Trading Analysis 1st Edition Moorad Choudhry instant download after payment.

Publisher: John Wiley & Sons

File Extension: EPUB

File size: 48.28 MB

Pages: 1440

Author: Moorad Choudhry

ISBN: 9780470821350, 0470821353

Language: English

Year: 2007

Edition: 1

Product desciption

Bank Asset And Liability Management Strategy Trading Analysis 1st Edition Moorad Choudhry by Moorad Choudhry 9780470821350, 0470821353 instant download after payment.

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.