1. Edition - May 2007
77.90 Euro
2007. 1440 Pages, Hardcover
ISBN-10: 0-470-82135-3
ISBN-13: 978-0-470-82135-0 - John Wiley & Sons






Sample Chapter

Short description
Bank Asset and Liability Management is a reference book for those involved, or becoming involved in, or becoming involved in, commercial banking and/or money markets. It describes products and the art of ALM, which includes money markets trading, risk management (including interest-rate risk and credit risk), regulatory capital management, and securitization.

From the contents
Introduction to Financial Markets
Time Value of Money
The Money Markets
Asset-Liability Management
Credit Risk Management
Derivatives in Interest-rate Management
Value-at-Risk for Banks
Banking Regulatory Capital
Securitisation