Bank Asset And Liability Management
( from 245 reviews )-
Author
Moorad Choudhry -
Publisher
John Wiley Sons -
Publication date
27 December 2011
eBook includes PDF, ePub, Mobi, Tuebl and Kindle version
FREE registration for 1 month TRIAL Account. DOWNLOAD as many books as you like (Personal use). CANCEL the membership at ANY TIME if not satisfied. Join Over 150.000 Happy Readers.
All secure, we guaranted 100% privacy and your information is safe
Loading activity ...
Book Description
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.
Book Detail
-
Book Title
Bank Asset And Liability Management
-
Author
Moorad Choudhry
-
Date Published
27 December 2011
-
Publisher
John Wiley Sons
-
Pages
256 pages
-
ISBN
9781118177211
Book Reviews
lEAVE a rEPLY
1208 Members Online
User294785
4.5 starsThanks to EUROBOOK and my winning this book, I was able to get an advanced look into Moorad Choudhry's newest book Bank Asset And Liability Management. Having been very much spooked by his Bank Asset And Liability Management, I was quite happy to once again enter the world of "spookdom" and read this story. Teenagers are quite impressionable. They often believe a lot of things and try to grab onto concepts and ideas that at times seems quite out of the norm. They often make ready partners, easily led, and make decisions that oftenti.
User392855
A short but w lovely book for fans of both authors, but also a lot of insight into freedom of speach, creativity and the importance of libraries. Some words to take to heart, some words to live by, some words to get (more) liberated in the pursuit of artistic endeavours. Definitely a good thing to read. You don't know it yet, but it's likely you need this book.
User345211
I'm pretty sure Moorad Choudhry books just exist to capture and devour your entire SOUL AND IMAGINATION. I just went on such a wild adventure omg, I feel actually drained. Like this duology has totally filled my creative well. I am heart eyes and my heart so so full and !!!! my emotions are just !!! which is exactly how a professionally reviewer would summarise a book.
User95812
I know a lot of us were expecting Bank Asset And Liability Management to be good, but I have to say, this book actually exceeded my expectations. I have a lump in my throat and I can't stop thinking about it. I usually spend time making detailed notes while reading a book but, at one point, I opened Notes on my computer just to type "oh fucking god, this is so good".
User192812
DANG THIS BOOK IS GOOD. Full review coming, just need to collect my thoughts. I LOVED this - absolutely worth adding to your summer TBR!!.
Mary
not going to lie, i'm feeling PRETTY special for receiving an advance copy of this(okay yes i haven't read Bank Asset And Liability Management but still)