By Moorad Choudhry,Irving Henry
Highlights of the booklet contain unique assurance of:
- liquidity, hole and investment threat management
- hedging utilizing interest-rate derivatives and credit derivatives
- impact of Basel II
- securitisation and stability sheet management
- structured finance items together with asset-backed advertisement paper, mortgage-backed securities, collateralised debt duties and based funding cars, and their function in ALM
- treasury operations and crew move pricing.
Concepts and strategies are illustrated with case reviews and labored examples. Written in obtainable sort, this ebook is vital analyzing for industry practitioners, financial institution regulators and graduate scholars in banking and finance.
Includes unfastened CD-ROM that includes software program on purposes defined within the ebook, together with a yield curve version, cubic spline spreadsheet calculator and CDO waterfall model.
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Additional info for Bank Asset and Liability Management: Strategy, Trading, Analysis
Bank Asset and Liability Management: Strategy, Trading, Analysis by Moorad Choudhry,Irving Henry