| Description |
1 online resource |
| Contents |
Machine generated contents note: 1. Bank Business And Capital -- Banking business -- Interest income -- Fees and commissions -- Trading income -- Costs -- Capital markets -- Scope of banking activities -- Capital -- Banking and trading books -- Financial statements and ratios -- balance sheet -- Profit and loss report -- References -- 2. Money Markets -- Introduction -- Securities quoted on a yield basis -- Money market deposits -- Certificates of deposit -- CD yields -- Securities quoted on a discount basis -- Treasury bills -- Banker's acceptances -- Eligible banker's acceptance -- Commercial paper -- Commercial paper programmes -- Commercial paper yields -- Asset-backed commercial paper -- Repo -- Definition -- classic repo -- Examples of classic repo -- sell/buyback -- Examples of sell/buyback -- Repo collateral -- Legal treatment -- Margin -- ̂ Variation margin -- Currencies using money market year base of 365 days -- 3. Yield Curve -- Importance of the yield curve -- Using the yield curve -- Yield-to-maturity yield curve -- Analysing and interpreting the yield curve -- Theories of the yield curve -- zero-coupon yield curve -- Example calculation illustrations -- Forward rate calculation for money market term -- Understanding forward rates -- Bibliography -- 4. Introduction To Trading And Hedging -- Trading approach -- yield curve and interest rate expectations -- Credit intermediation by the repo desk -- Specials trading -- Matched book trading -- Interest-rate-hedging tools -- Interest rate futures -- Forward rate agreements -- FRA mechanics -- Overnight interest rate swaps -- Credit risk hedging -- Understanding credit risk -- Credit rating rationale -- Credit limit setting and rationale -- Loan origination process standards -- ̂ Bibliography -- 5. Asset And Liability Management I -- Basic concepts |
| Summary |
"A great write-up on the art of banking. Essential reading for anyone working in finance."Dan Cunningham, Senior Euro Cash & OBS Dealer, KBC Bank NV, London "Focused and succinct review of the key issues in bank risk management."Graeme Wolvaardt, Head of Market Risk Control, Europe Arab Bank plc, London The importance of banks to the world's economic system cannot be overstated. The foundation of consistently successful banking practice remains efficient asset-liability management and liquidity risk management. This book introduces the key concepts of banking, concentrating on the application |
| Bibliography |
Includes bibliographical references and index |
| Subject |
Asset-liability management.
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Bank liquidity -- Management
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Banks and banking.
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Risk management.
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Risk Management
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risk management.
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BUSINESS & ECONOMICS -- Banks & Banking.
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Asset-liability management
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Banks and banking
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Risk management
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Bankgeschäft
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| Form |
Electronic book
|
| Author |
Chartered Institute for Securities & Investment.
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| LC no. |
2011290091 |
| ISBN |
9781119206941 |
|
1119206944 |
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111999358X |
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9781119993582 |
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9781119950240 |
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1119950244 |
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