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Bank Asset and Liability Management

Bank Asset and Liability Management

Authors
Publisher Wiley & Sons
Year
Pages 160
Version paperback
Language English
ISBN 9780470827536
Categories
Delivery to United States

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Book description

An in-depth look at how banks and financial institutions manage assets and liabilitiesCreated for banking and finance professionals with a desire to expand their management skillset, this book focuses on how banks manage assets and liabilities, set up governance structures to minimize risks, and approach such critical areas as regulatory disclosures, interest rates, and risk hedging. It was written by the experts at the world-renowned Hong Kong Institute of Bankers, an organization dedicated to providing the international banking community with education and training.* Explains bank regulations and the relationship with monetary authorities, statements, and disclosures* Considers the governance structure of banks and how it can be used to manage assets and liabilities* Offers strategies for managing assets and liabilities in such areas as loan and investment portfolios, deposits, and funds* Explores capital and liquidity, including current standards under Basel II and Basel III, funding needs, and stress testing* Presents guidance on managing interest rate risk, hedging, and securitization

Bank Asset and Liability Management

Table of contents

FOREWORD (Bank endorsement)PREFACEPart 1: Asset and Liability ManagementChapter 1: Managing Bank ProfitabilityLearning ObjectivesIntroduction1.1 Banking structure and regulation1.1.1 Mandatory financial disclosure on banks1.2 Bank financial statements1.2.1 Income and profit1.2.2 Off balance sheet items1.2.3 Non-financial information1.3 Evaluation of bank profits1.4 Measuring bank profitability1.4.1 Interest and non-interest revenues/expenses1.4.2 Cost of funds, return on equity, return on assets and net interest margin1.4.3 Different approaches to balance sheet management1.4.4 Accounting profit vs. economic profitSummaryList of key termsStudy guide (five questions)Further reading/websitesChapter 2: Asset and Liability Management CommitteeLearning ObjectivesIntroduction2.1 The role and functions of Asset and Liability Management Committee (ALCO)2.1.1 Asset and liability management2.1.2 Liquidity and funding risk management2.2 ALCO plan development2.3 ALCO pack2.3.1 Financial ratios2.3.2 Influence for market strategySummaryList of key termsStudy guide (five questions)Further reading/websitesChapter 3: Managing Bank Assets and LiabilitiesLearning ObjectivesIntroduction3.1 Managing bank assets3.1.1 The loan portfolio3.1.2 The investment portfolio3.1.3 Securitization3.1.4 Liquidity management - assets3.2 Managing bank liabilities3.2.1 Sources of funds3.2.2 Deposit structure3.2.3 Impact of interest rate changes on net interest spread3.2.4 Liquidity management - liabilitiesSummaryList of key termsStudy guide (five questions)Further reading/websitesChapter 4: Banking RegulationsLearning ObjectivesIntroduction4.1 Banking regulation and the role of the central monetary authority4.2 Roles of HKMA4.2.1 RTGS4.2.2 Intra-day repo4.2.3 Discount windowSummaryList of key termsStudy guide (five questions)Further reading/websitesPart 2: Managing Liquidity Risk and Interest Rate RiskChapter 5: Capital and Liquidity ManagementLearning ObjectivesIntroduction5.1 Definitition and functions of capital, standards of capital adequacy under Basel II/III5.1.1 Measurement of capital adequacy5.1.2 Tier 1 (Core) and Tier 2 (supplemental) capital requirements, capital planning5.2 Determining a bank's funding needs5.2.1 Meeting legal reserve requirements5.2.2 Loan and deposit trend forecasts5.2.3 Liquidity gap estimation5.2.4 Liquidity planning5.3 Stress testing5.3.1 Capital and liquidity management policiesSummaryList of key termsStudy guide (five questions)Further reading/websitesChapter 6: Managing Interest Rate RiskLearning ObjectivesIntroduction6.1 Types of interest rate risk6.2 GAP analysis6.3 Duration analysis6.4 Basis point value (BPV)6.5 Hedging interest rate risk6.6 Syndication capital management6.7 Securitization6.7.1 Liquidity management6.7.2 Asset management6.7.3 Capital management6.8 Net interest income sensitivity analysisSummaryList of key termsStudy guide (five questions)Further reading/websitesChapter 7: Long Term Market RiskLearning ObjectivesIntroduction7.1 Long term risksSummaryList of key termsStudy guide (five questions)Further reading/websitesGlossaryIndex

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