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Bank Asset and Liability Management

Bank Asset and Liability Management

Authors
Publisher John Wiley & Sons
Year 01/10/2018
Edition First
Pages 200
Version paperback
Readership level Professional and scholarly
Language English
ISBN 9780470827536
Categories Banking
201.00 PLN (with VAT)
$54.84 / €47.41 / £41.70 /
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Book description

An in-depth look at how banks and financial institutions manage assets and liabilities Created 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

book_contentlist

FOREWORD (Bank endorsement)


PREFACE





Part 1: Asset and Liability Management


Chapter 1: Managing Bank Profitability


Learning Objectives


Introduction


1.1 Banking structure and regulation


1.1.1 Mandatory financial disclosure on banks





1.2 Bank financial statements


1.2.1 Income and profit


1.2.2 Off balance sheet items


1.2.3 Non-financial information





1.3 Evaluation of bank profits





1.4 Measuring bank profitability


1.4.1 Interest and non-interest revenues/expenses


1.4.2 Cost of funds, return on equity, return on assets and net interest margin


1.4.3 Different approaches to balance sheet management


1.4.4 Accounting profit vs. economic profit


Summary


List of key terms


Study guide (five questions)


Further reading/websites





Chapter 2: Asset and Liability Management Committee


Learning Objectives


Introduction


2.1 The role and functions of Asset and Liability Management Committee (ALCO)


2.1.1 Asset and liability management


2.1.2 Liquidity and funding risk management





2.2 ALCO plan development





2.3 ALCO pack


2.3.1 Financial ratios


2.3.2 Influence for market strategy


Summary


List of key terms


Study guide (five questions)


Further reading/websites





Chapter 3: Managing Bank Assets and Liabilities


Learning Objectives


Introduction


3.1 Managing bank assets


3.1.1 The loan portfolio


3.1.2 The investment portfolio


3.1.3 Securitization


3.1.4 Liquidity management - assets





3.2 Managing bank liabilities


3.2.1 Sources of funds


3.2.2 Deposit structure


3.2.3 Impact of interest rate changes on net interest spread


3.2.4 Liquidity management - liabilities


Summary


List of key terms


Study guide (five questions)


Further reading/websites





Chapter 4: Banking Regulations


Learning Objectives


Introduction


4.1 Banking regulation and the role of the central monetary authority





4.2 Roles of HKMA


4.2.1 RTGS


4.2.2 Intra-day repo


4.2.3 Discount window


Summary


List of key terms


Study guide (five questions)


Further reading/websites





Part 2: Managing Liquidity Risk and Interest Rate Risk


Chapter 5: Capital and Liquidity Management


Learning Objectives


Introduction


5.1 Definitition and functions of capital, standards of capital adequacy under Basel II/III


5.1.1 Measurement of capital adequacy


5.1.2 Tier 1 (Core) and Tier 2 (supplemental) capital requirements, capital planning





5.2 Determining a bank

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