E-Book, Englisch, 912 Seiten, E-Book
Reihe: Wiley Finance Editions
Choudhry The Principles of Banking
1. Auflage 2012
ISBN: 978-0-470-82701-7
Verlag: John Wiley & Sons
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)
E-Book, Englisch, 912 Seiten, E-Book
Reihe: Wiley Finance Editions
ISBN: 978-0-470-82701-7
Verlag: John Wiley & Sons
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)
The ultimate guide for bank management: how to survive andthrive throughout the business cycle
An essential guide for bankers and students of financeeverywhere, The Principles of Banking reiterates that theprimary requirement of banking--sound capital and liquidityrisk management--had been forgotten in the years prior to thefinancial crash. Serving as a policy guide for market practitionersand regulators at all levels, the book explains the keys to successthat bankers need to follow during good times in order to beprepared for the bad, providing in-depth guidance and technicalanalysis of exactly what constitutes good banking practice.
Accessible to professionals and students alike, ThePrinciples of Banking covers issues of practical importance tobank practitioners, including asset-liability management, liquidityrisk, internal transfer pricing, capital management, stresstesting, and more. With an emphasis on viewing business cycles aspatterns of stable and stressful market behavior, and rich withworked examples illustrating the key principles of bankasset-liability management, the book is an essential policy guidefor today and tomorrow. It also offers readers access to anaccompanying website holding policy templates and teachingaids.
* Illustrates how unsound banking practices that were evident inprevious bank crashes were repeated during the creation of the2007-2008 financial market crisis
* Provides a template that can be used to create a soundliquidity and asset-liability management framework at any bank
* An essential resource for the international banking communityas it seeks to re-establish its credibility, as well as forstudents of finance
* Explains the original principles of banking, including soundlending policy and liquidity management, and why these need to berestated in order to avoid another bank crisis at the time of thenext economic recession
* Covers topics of particular importance to students andacademia, many of which are marginally--ifever--addressed in current text books on finance
* Offers readers access to a companion website featuringinvaluable learning and teaching aids
Written by a banking practitioner with extensive professionaland teaching experience in the field, The Principles ofBanking explains exactly how to get back to basics in riskmanagement in the banking community, essential if we are tomaintain a sustainable banking industry.
"engaging and interesting and, more importantly, easilyunderstood, allowing a clear picture to emerge of how the principleor concept under discussion is to be applied in the realworld."
- Graeme Wolvaardt, Head of Market & Liquidity RiskControl, Europe Arab Bank Plc
Autoren/Hrsg.
Weitere Infos & Material
Forewords xiii
Preface xvii
Acknowledgements xxiii
About the Author xxv
PART I A PRIMER ON BANKING 1
CHAPTER 1 A primer on bank business and balance sheet risk 3
CHAPTER 2 Bank regulatory capital 75
CHAPTER 3 Banking and credit risk 131
CHAPTER 4 A primer on securitisation 179
CHAPTER 5 The yield curve 221
PART II BANK ASSET AND LIABILITY MANAGEMENT 351
CHAPTER 6 Asset-liability management I 353
CHAPTER 7 Asset-liability management II 385
CHAPTER 8 Asset-liability management III: Trading andhedging principles 445
CHAPTER 9 Asset-liability management IV: The ALCO 493
CHAPTER 10 The ALCO: Terms of reference and treasury operatingmodel 503
CHAPTER 11 Risk reporting, risk policy and stress testing531
PART III BANK LIQUIDITY RISK MANAGEMENT 587
CHAPTER 12 Principles of bank liquidity management 589
CHAPTER 13 Liquidity risk metrics 653
CHAPTER 14 Liquidity risk reporting and stress testing 687
CHAPTER 15 Internal funds pricing policy 715
PART IV BANK STRATEGY AND GOVERNANCE 759
CHAPTER 16 Bank strategy I: Formulating strategy and direction761
CHAPTER 17 Bank strategy II: Capital and funding management801
CHAPTER 18 Principles of corporate governance 831
PART V APPLICATIONS SOFTWARE, POLICY TEMPLATES AND TEACHINGAIDS 861
CHAPTER 19 Applications software, policy templates andspreadsheet models 863
Afterword 867
List of terms and their abbreviations 869
Index 875