Bank Asset and Liability Management.
Hong Kong Institute of Bankers. (HKIB)
Bok Engelsk 2007 · Electronic books.
| Utgitt | Hoboken, N.J. : Wiley , 2007
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| Omfang | 1 online resource (165 pages)
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| Opplysninger | CD-ROM i lomme. - Intro -- Title Page -- Table of Contents -- Preface -- PART 1: ASSET AND LIABILITY MANAGEMENT -- CHAPTER 1: Managing Bank Profitability -- Introduction -- Structure and Regulation -- Financial Statements -- Evaluating Banks' Profits -- Measuring Bank Profitability -- Summary -- Key Terms -- Review Questions -- Further Reading -- Notes -- CHAPTER 2: Asset and Liability Management Committee (ALCO) -- Introduction -- ALCO Role and Functions -- ALCO Plan -- Summary -- Key Terms -- Review Questions -- Further Reading -- Notes -- CHAPTER 3: Managing Bank Assets and Liabilities -- Introduction -- Managing Bank Assets -- Managing Bank Liabilities -- Summary -- Key Terms -- Review Questions -- Further Reading -- Notes -- PART 2: MANAGING LIQUIDITY RISK AND INTEREST RATE RISK -- CHAPTER 4: Liquidity Management -- Introduction -- Definition and Measures of Liquidity -- Determining Funding Needs -- Stress Tests -- Summary -- Key Terms -- Review Questions -- Further Reading -- Notes -- CHAPTER 5: Managing Interest Rate Risk -- Introduction -- Types of Interest Rate Risk -- Interest Rate Gap Analysis -- Duration Analysis -- Basis Point Value -- Immunisation and Hedging Interest Rate Risk -- Net Interest Income Sensitivity Analysis -- Securitisation -- Summary -- Key Terms -- Review Questions -- Further Reading -- Notes -- CHAPTER 6: ALM in Changing Market Conditions -- Introduction -- Lessons from the Global Financial Crisis -- From Stress Testing to Contingency Plan Execution -- ALM Strategy and Interest Rate Cycle -- Summary -- Key Terms -- Review Questions -- Further Reading -- Notes -- CHAPTER 7: Case Studies -- Introduction -- Liquidity Risk: Royal Bank of Scotland Fails Stress Test (2016) -- Liquidity Risk: Lehman Brothers (2008) -- Continental Illinois National Bank's Electronic Cash Out (1984) -- Bank of New England's Silent Run (1991) -- Summary.. - Key Terms -- Review Questions -- Further Reading -- Notes -- APPENDIX A: Principles for Sound Liquidity Risk Management and Supervision -- Index -- End User License Agreement.
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| Emner | |
| Sjanger | |
| Dewey | |
| ISBN | 0470821353. - 9780470821350
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