Bank Asset and Liability Management

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Author :
Publisher : John Wiley & Sons
ISBN 13 : 1118177215
Total Pages : 1444 pages
Book Rating : 4.1/5 (181 download)

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Book Synopsis Bank Asset and Liability Management by : Moorad Choudhry

Download or read book Bank Asset and Liability Management written by Moorad Choudhry and published by John Wiley & Sons. This book was released on 2011-12-27 with total page 1444 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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. Companion website features online access to software on applications described in the book, including a yield curve model, cubic spline spreadsheet calculator and CDO waterfall model.

A study of commercial bank liability management

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Publisher :
ISBN 13 :
Total Pages : 183 pages
Book Rating : 4.:/5 (254 download)

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Book Synopsis A study of commercial bank liability management by : Mang Pui Tang

Download or read book A study of commercial bank liability management written by Mang Pui Tang and published by . This book was released on 1983 with total page 183 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Commercial Bank Liability Management

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Author :
Publisher :
ISBN 13 :
Total Pages : 60 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Commercial Bank Liability Management by : William L. Silber

Download or read book Commercial Bank Liability Management written by William L. Silber and published by . This book was released on 1977 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Commercial Bank Liability Management

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Publisher :
ISBN 13 :
Total Pages : 48 pages
Book Rating : 4.:/5 (878 download)

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Book Synopsis Commercial Bank Liability Management by : William L. Silber

Download or read book Commercial Bank Liability Management written by William L. Silber and published by . This book was released on 1977 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Asset-liability Management in Commercial Banks

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Publisher :
ISBN 13 :
Total Pages : 380 pages
Book Rating : 4.3/5 (129 download)

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Book Synopsis Asset-liability Management in Commercial Banks by : Jill Lucille Wetmore

Download or read book Asset-liability Management in Commercial Banks written by Jill Lucille Wetmore and published by . This book was released on 1988 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Successful Bank Asset/Liability Management

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Author :
Publisher : Wiley
ISBN 13 : 9780471527312
Total Pages : 0 pages
Book Rating : 4.5/5 (273 download)

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Book Synopsis Successful Bank Asset/Liability Management by : John W. Bitner

Download or read book Successful Bank Asset/Liability Management written by John W. Bitner and published by Wiley. This book was released on 1992-08-04 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Two "virtuosos of risk management" show you how to close up theholes in your gap defenses--before the regulators call! BankersMonthly dubbed them "virtuosos of risk management.[who have] raisedA/L management to an art." And this hands-on approach toasset/liability management from Bitner and Goddard is exactly whatyou'd expect from such banking leaders. It's the first true actionbook in the field moving beyond simple gap analysis, theory, andfundamentals to show you how to apply the full range of today'ssophisticated A/L management techniques--and comply with the latestbanking regulations. You'll find. * Full discussions of interest rate exposures not measured by gap,but of vital interest to institutions and regulators alike: basisrisk (the difference in the change of interest rates betweeninstruments of identical maturities) and imbedded options (loanpayoffs and early deposit withdrawals) * Helpful and informative insights from leading A/L managementpractitioners, consultants, and software developers Whether you're involved with a commercial bank, savings and loanassociation, or credit union, you can't afford to ignore the gap inyour institution's risk defenses any longer. Put the "virtuosos ofrisk management" to work today.

Liability Management in a Commercial Bank Model

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Publisher :
ISBN 13 :
Total Pages : 500 pages
Book Rating : 4.:/5 (431 download)

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Book Synopsis Liability Management in a Commercial Bank Model by : Charles Melvin Gray

Download or read book Liability Management in a Commercial Bank Model written by Charles Melvin Gray and published by . This book was released on 1978 with total page 500 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Three Faces of Commercial-bank Liability Management

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Publisher :
ISBN 13 :
Total Pages : 30 pages
Book Rating : 4.:/5 (212 download)

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Book Synopsis The Three Faces of Commercial-bank Liability Management by : Edward James Kane

Download or read book The Three Faces of Commercial-bank Liability Management written by Edward James Kane and published by . This book was released on 1978 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Problems in Liability Management

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Publisher :
ISBN 13 :
Total Pages : 38 pages
Book Rating : 4.:/5 (319 download)

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Book Synopsis Problems in Liability Management by : Stephen M. Duckworth

Download or read book Problems in Liability Management written by Stephen M. Duckworth and published by . This book was released on 1974 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Establishing an Asset and Liability Management Policy in a Commercial Bank

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Publisher :
ISBN 13 :
Total Pages : 76 pages
Book Rating : 4.:/5 (913 download)

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Book Synopsis Establishing an Asset and Liability Management Policy in a Commercial Bank by : Steven W. Voss

Download or read book Establishing an Asset and Liability Management Policy in a Commercial Bank written by Steven W. Voss and published by . This book was released on 1981 with total page 76 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Goal Programming Techniques for Bank Asset Liability Management

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Author :
Publisher : Springer Science & Business Media
ISBN 13 : 1402081057
Total Pages : 177 pages
Book Rating : 4.4/5 (2 download)

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Book Synopsis Goal Programming Techniques for Bank Asset Liability Management by : Kyriaki Kosmidou

Download or read book Goal Programming Techniques for Bank Asset Liability Management written by Kyriaki Kosmidou and published by Springer Science & Business Media. This book was released on 2006-04-18 with total page 177 pages. Available in PDF, EPUB and Kindle. Book excerpt: Other publications that exist on this topic, are mainly focused on the general aspects and methodologies of the field and do not refer extensively to bank ALM. On the other hand the existing books on goal programming techniques do not involve the ALM problem and more specifically the bank ALM one. Therefore, there is a lack in the existing literature of a comprehensive text book that combines both the concepts of bank ALM and goal programming techniques and illustrates the contribution of goal programming techniques to bank ALM. This is the major contributing feature of this book and its distinguishing characteristic as opposed to the existing literature. This volume would be suitable for academics and practitioners in operations research, management scientists, financial managers, bank managers, economists and risk analysts. The book can also be used as a textbook for graduate courses of asset liability management, financial risk management and banking risks.

An Empirical Investigation of Asset-Liability Management of Small Us Commercial Banks

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Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (13 download)

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Book Synopsis An Empirical Investigation of Asset-Liability Management of Small Us Commercial Banks by : Van Son Lai

Download or read book An Empirical Investigation of Asset-Liability Management of Small Us Commercial Banks written by Van Son Lai and published by . This book was released on 2015 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: A simultaneous equation model is developed that jointly determines net interest margin and various maturity gaps. Using annual data for the majority of the population of insured commercial banks, this model is estimated for the years 1984 to 1987 (the only years for which repricing data were collected). For banks with assets of less than $300 million, it is found that net interest margin is significantly associated with various maturity gaps. This framework is highly relevant to thousands of small banks for which accounting flows (such as net interest income) are the primary indicators of the effectiveness of asset liability management. One policy implication of this study is that the Federal Reserve may resume collecting repricing data (its collection was discontinued after 1987), at least for small banks with assets less than $300 million because repricing data reveals important information about small banks' exposure to interest rate risk, and these banks are less subject to market discipline.

Commercial bank asset and liability management

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Publisher :
ISBN 13 :
Total Pages : 320 pages
Book Rating : 4.:/5 (15 download)

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Book Synopsis Commercial bank asset and liability management by : Jack William Falconi

Download or read book Commercial bank asset and liability management written by Jack William Falconi and published by . This book was released on 1986 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Bank Asset/liability Management

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Author :
Publisher : Irwin Professional Publishing
ISBN 13 :
Total Pages : 192 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Bank Asset/liability Management by : Hazel J. Johnson

Download or read book Bank Asset/liability Management written by Hazel J. Johnson and published by Irwin Professional Publishing. This book was released on 1994 with total page 192 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Commercial Bank Asset/liability Management in an Environment of Risk and Regulation

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Publisher :
ISBN 13 :
Total Pages : 180 pages
Book Rating : 4.:/5 (219 download)

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Book Synopsis Commercial Bank Asset/liability Management in an Environment of Risk and Regulation by : Suzanne Engle Thoeni

Download or read book Commercial Bank Asset/liability Management in an Environment of Risk and Regulation written by Suzanne Engle Thoeni and published by . This book was released on 1987 with total page 180 pages. Available in PDF, EPUB and Kindle. Book excerpt:

A Model for Commercial Banks

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Publisher :
ISBN 13 : 9780931920110
Total Pages : 125 pages
Book Rating : 4.9/5 (21 download)

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Book Synopsis A Model for Commercial Banks by : Ronald L. Olson

Download or read book A Model for Commercial Banks written by Ronald L. Olson and published by . This book was released on 1979 with total page 125 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Asset and Liability Management Handbook

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Author :
Publisher : Springer
ISBN 13 : 023030723X
Total Pages : 547 pages
Book Rating : 4.2/5 (33 download)

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Book Synopsis Asset and Liability Management Handbook by : G. Mitra

Download or read book Asset and Liability Management Handbook written by G. Mitra and published by Springer. This book was released on 2011-03-29 with total page 547 pages. Available in PDF, EPUB and Kindle. Book excerpt: Recent years have shown an increase in development and acceptance of quantitative methods for asset and liability management strategies. This book presents state of the art quantitative decision models for three sectors: pension funds, insurance companies and banks, taking into account new regulations and the industries risks.