Bank Asset and Liability Management

Strategy, Trading, Analysis
1. Auflage 2007
ISBN: 978-0-470-82135-0
Verlag: Wiley

Buch, Englisch, 1440 Seiten, Format (B × H): 169 mm x 237 mm, Gewicht: 1907 g

"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

Autoren/Hrsg.

Choudhry, Moorad

Fachgebiete

• Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Bankwirtschaft

Inhaltsverzeichnis

Introduction to Financial Markets
Time Value of Money
The Money Markets
Asset-Liability Management
Credit Risk Management
Derivatives in Interest-rate Management
Value-at-Risk for Banks
Banking Regulatory Capital
Securitisation

Über Autor(innen)

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.