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Bank Asset and Liability Management

Bank Asset and Liability Management

Publisher John Wiley & Sons
Year 01/01/2018
Edition First
Pages 160
Version paperback
Readership level Professional and scholarly
Language English
ISBN 9780470827536
Categories Banking
187.19 PLN (with VAT)
$48.13 / €43.07 / £39.89 /
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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


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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