Bank asset and liability management /

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"An in-depth look at how banks and financial institutions manage assets and liabilities Created for banking and finance professionals with a desire to expand their management skillset, this book focuses on how banks manage assets and liabilities, set up governance structures to minimize risks,...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Singapore ; Hoboken, NJ : John Wiley & Sons Singapore Pte. Ltd., [2018]
Temas:
Asset-liability management.
Bank management.
Gestion des actifs et des passifs.
Banques > Gestion.
BUSINESS & ECONOMICS > Banks & Banking.
BUSINESS & ECONOMICS > Finance.
Asset-liability management
Bank management
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Intro; Title Page; Table of Contents; Preface; PART 1: ASSET AND LIABILITY MANAGEMENT; CHAPTER 1: Managing Bank Profitability; Introduction; Structure and Regulation; Financial Statements; Evaluating Banks' Profits; Measuring Bank Profitability; Summary; Key Terms; Review Questions; Further Reading; Notes; CHAPTER 2: Asset and Liability Management Committee (ALCO); Introduction; ALCO Role and Functions; ALCO Plan; Summary; Key Terms; Review Questions; Further Reading; Notes; CHAPTER 3: Managing Bank Assets and Liabilities; Introduction; Managing Bank Assets; Managing Bank Liabilities; Summary.
  • Key TermsReview Questions; Further Reading; Notes; PART 2: MANAGING LIQUIDITY RISK AND INTEREST RATE RISK; CHAPTER 4: Liquidity Management; Introduction; Definition and Measures of Liquidity; Determining Funding Needs; Stress Tests; Summary; Key Terms; Review Questions; Further Reading; Notes; CHAPTER 5: Managing Interest Rate Risk; Introduction; Types of Interest Rate Risk; Interest Rate Gap Analysis; Duration Analysis; Basis Point Value; Immunisation and Hedging Interest Rate Risk; Net Interest Income Sensitivity Analysis; Securitisation; Summary; Key Terms; Review Questions.
  • Further ReadingNotes; CHAPTER 6: ALM in Changing Market Conditions; Introduction; Lessons from the Global Financial Crisis; From Stress Testing to Contingency Plan Execution; ALM Strategy and Interest Rate Cycle; Summary; Key Terms; Review Questions; Further Reading; Notes; CHAPTER 7: Case Studies; Introduction; Liquidity Risk: Royal Bank of Scotland Fails Stress Test (2016); Liquidity Risk: Lehman Brothers (2008); Continental Illinois National Bank's Electronic Cash Out (1984); Bank of New England's Silent Run (1991); Summary; Key Terms; Review Questions; Further Reading; Notes.
  • APPENDIX A: Principles for Sound Liquidity Risk Management and SupervisionIndex; End User License Agreement.

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