Zum Hauptinhalt springen
Dekorationsartikel gehören nicht zum Leistungsumfang.
Bank Asset and Liability Management
Strategy, Trading, Analysis
Taschenbuch von Moorad Choudhry
Sprache: Englisch

144,50 €*

inkl. MwSt.

Versandkostenfrei per Post / DHL

Aktuell nicht verfügbar

Kategorien:
Beschreibung
"Again, Moorad Choudhry takes his readers beyond the older books in the market that simply list a string of facts, and into a world of highly practical and up-to-the-minute concepts and strategies. Bank asset-liability management is about knowing when and how to use all the tools available...This book tackles the whole spectrum."

Peter Eisenhardt,

Head of Short Term Fixed Income Origination, Debt Capital Markets, Bank of America N.A.

"Like the author's book The Bond and Money Markets:Strategy, Trading, Analysis, this is again a superb example how a financial book should be written.... The book comes highly recommended."

Tibor Szigeti

Fixed Income Analytics, Bloomberg L.P., London

"An informative account of banking ALM from the point of view of the market practitioner."

Shahid Ikram
Head of UK Sovereign bonds and G7 hedge fund
Morley Fund Management LT

"A highly readable text which serves as an essential primer for both market practitioners and academics alike to help understand the rapidly evolving risk management techniques used by Treasury and Money Market desks."

Adam Sutton

Head of European Repo, Global Funding Desk, Bank of America, London

"Bank Asset and Liability Management offers a clear, insightful perspective of the global banking and liquidity markets...This book is a great reference tool for all finance professionals. Really, really impressive."
Bhavin Parmar

Securities Finance Trader, ABN Amro Bank N.V., London

"A brilliant and comprehensive account of all the various disciplines that make up the art of bank asset-liability management. A fantastic work! Every bank should have a copy of this book."

Mohamoud Barre Dualeh

Private Banking Unit, Abu Dhabi Commercial Bank, UAE

"This latest publication is an essential read for anyone involved in the industry. Moorad delivers financial theories in a practical and entertaining package."

Mark Williams (Director) and Wei Lieh Goh

Hedge Fund Derivatives, KBC Financial Products, London
"Again, Moorad Choudhry takes his readers beyond the older books in the market that simply list a string of facts, and into a world of highly practical and up-to-the-minute concepts and strategies. Bank asset-liability management is about knowing when and how to use all the tools available...This book tackles the whole spectrum."

Peter Eisenhardt,

Head of Short Term Fixed Income Origination, Debt Capital Markets, Bank of America N.A.

"Like the author's book The Bond and Money Markets:Strategy, Trading, Analysis, this is again a superb example how a financial book should be written.... The book comes highly recommended."

Tibor Szigeti

Fixed Income Analytics, Bloomberg L.P., London

"An informative account of banking ALM from the point of view of the market practitioner."

Shahid Ikram
Head of UK Sovereign bonds and G7 hedge fund
Morley Fund Management LT

"A highly readable text which serves as an essential primer for both market practitioners and academics alike to help understand the rapidly evolving risk management techniques used by Treasury and Money Market desks."

Adam Sutton

Head of European Repo, Global Funding Desk, Bank of America, London

"Bank Asset and Liability Management offers a clear, insightful perspective of the global banking and liquidity markets...This book is a great reference tool for all finance professionals. Really, really impressive."
Bhavin Parmar

Securities Finance Trader, ABN Amro Bank N.V., London

"A brilliant and comprehensive account of all the various disciplines that make up the art of bank asset-liability management. A fantastic work! Every bank should have a copy of this book."

Mohamoud Barre Dualeh

Private Banking Unit, Abu Dhabi Commercial Bank, UAE

"This latest publication is an essential read for anyone involved in the industry. Moorad delivers financial theories in a practical and entertaining package."

Mark Williams (Director) and Wei Lieh Goh

Hedge Fund Derivatives, KBC Financial Products, London
Über den Autor
Moorad Choudhry is Head of Treasury at KBC Financial Products UK Limited in London. He previously worked as a government bond trader at ABN Amro Hoare Govett Limited and Hambros Bank Limited, and in structured finance with JPMorgan Chase Bank.
Moorad is a Visiting Professor at the Department of Economics, London Metropolitan University, and a Fellow of the Securities Institute in the City of London. He is co-editor with Professor Frank Fabozzi of The Handbook of European Fixed Income Securities.
Inhaltsverzeichnis

Foreword xi

Preface xiii

About the Author xxiii

Part I Banking business, bank capital and debt market instruments 1

Chapter 1 Bank business and bank capital 3

Chapter 2 Financial statements and ratio analysis 29

Chapter 3 The money markets 47

Chapter 4 The bond instrument 133

Part II Bank Treasury Asset-liability Management 209

Chapter 5 Asset-liability management I 211

Chapter 6 Asset-liability Management II 247

Chapter 7 ALM trading principles 305

Chapter 8 Asset-liability management III: The ALCO 327

Chapter 9 The yield curve 339

Chapter 10 The determinants of the swap spread and understanding the term premium 451

Chapter 11 Introduction to relative spread analysis 477

Part III Financial Instruments, Applications and Hedging 491

Chapter 12 Repo instruments 493

Chapter 13 Money market derivatives 539

Chapter 14 Interest-rate swaps and overnight-index swaps 625

Chapter 15 Hedging using bond futures contracts 713

Chapter 16 Credit risk and credit derivatives 745

Chapter 17 Value-at-Risk (VaR) and credit VaR 833

Part IV Funding and Balance Sheet Management Using Securitisation and Structured Credit Vehicles 881

Chapter 18 Introduction to securitisation 887

Chapter 19 Structured, synthetic and repackaged funding vehicles 921

Chapter 20 Mortgage-backed securities and covered bonds 961

Chapter 21 Asset-backed securities 999

Chapter 22 Collateralised debt obligations 1021

Chapter 23 Synthetic collateralised debt obligations 1059

Chapter 24 Synthetic mortgage-backed securities 1139

Chapter 25 Structured investment vehicles 1147

Part V Bank Regulatory Capital 1161

Chapter 26 Bank regulatory capital and the Basel rules 1165

Chapter 27 A Primer on Basel II 1195

Part VI Treasury Middle Office Operations 1241

Chapter 28 Funding and Treasury procedures for banking corporations 1243

Part VII Applications Software Enclosed with the Book 1261

Chapter 29 Applications software and spreadsheet models 1263

Appendix Financial markets arithmetic 1277

Glossary 1315

Index 1383

Details
Erscheinungsjahr: 2007
Fachbereich: Betriebswirtschaft
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
Inhalt: 1440 S.
ISBN-13: 9780470821350
ISBN-10: 0470821353
Sprache: Englisch
Herstellernummer: 14582135000
Einband: Kartoniert / Broschiert
Autor: Choudhry, Moorad
Hersteller: Wiley
John Wiley & Sons
Maße: 237 x 169 x 78 mm
Von/Mit: Moorad Choudhry
Erscheinungsdatum: 13.04.2007
Gewicht: 1,907 kg
Artikel-ID: 102220756
Über den Autor
Moorad Choudhry is Head of Treasury at KBC Financial Products UK Limited in London. He previously worked as a government bond trader at ABN Amro Hoare Govett Limited and Hambros Bank Limited, and in structured finance with JPMorgan Chase Bank.
Moorad is a Visiting Professor at the Department of Economics, London Metropolitan University, and a Fellow of the Securities Institute in the City of London. He is co-editor with Professor Frank Fabozzi of The Handbook of European Fixed Income Securities.
Inhaltsverzeichnis

Foreword xi

Preface xiii

About the Author xxiii

Part I Banking business, bank capital and debt market instruments 1

Chapter 1 Bank business and bank capital 3

Chapter 2 Financial statements and ratio analysis 29

Chapter 3 The money markets 47

Chapter 4 The bond instrument 133

Part II Bank Treasury Asset-liability Management 209

Chapter 5 Asset-liability management I 211

Chapter 6 Asset-liability Management II 247

Chapter 7 ALM trading principles 305

Chapter 8 Asset-liability management III: The ALCO 327

Chapter 9 The yield curve 339

Chapter 10 The determinants of the swap spread and understanding the term premium 451

Chapter 11 Introduction to relative spread analysis 477

Part III Financial Instruments, Applications and Hedging 491

Chapter 12 Repo instruments 493

Chapter 13 Money market derivatives 539

Chapter 14 Interest-rate swaps and overnight-index swaps 625

Chapter 15 Hedging using bond futures contracts 713

Chapter 16 Credit risk and credit derivatives 745

Chapter 17 Value-at-Risk (VaR) and credit VaR 833

Part IV Funding and Balance Sheet Management Using Securitisation and Structured Credit Vehicles 881

Chapter 18 Introduction to securitisation 887

Chapter 19 Structured, synthetic and repackaged funding vehicles 921

Chapter 20 Mortgage-backed securities and covered bonds 961

Chapter 21 Asset-backed securities 999

Chapter 22 Collateralised debt obligations 1021

Chapter 23 Synthetic collateralised debt obligations 1059

Chapter 24 Synthetic mortgage-backed securities 1139

Chapter 25 Structured investment vehicles 1147

Part V Bank Regulatory Capital 1161

Chapter 26 Bank regulatory capital and the Basel rules 1165

Chapter 27 A Primer on Basel II 1195

Part VI Treasury Middle Office Operations 1241

Chapter 28 Funding and Treasury procedures for banking corporations 1243

Part VII Applications Software Enclosed with the Book 1261

Chapter 29 Applications software and spreadsheet models 1263

Appendix Financial markets arithmetic 1277

Glossary 1315

Index 1383

Details
Erscheinungsjahr: 2007
Fachbereich: Betriebswirtschaft
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
Inhalt: 1440 S.
ISBN-13: 9780470821350
ISBN-10: 0470821353
Sprache: Englisch
Herstellernummer: 14582135000
Einband: Kartoniert / Broschiert
Autor: Choudhry, Moorad
Hersteller: Wiley
John Wiley & Sons
Maße: 237 x 169 x 78 mm
Von/Mit: Moorad Choudhry
Erscheinungsdatum: 13.04.2007
Gewicht: 1,907 kg
Artikel-ID: 102220756
Warnhinweis

Ähnliche Produkte

Ähnliche Produkte