Suchergebnisse

A primer on bank business and balance sheet risk -- Bank regulatory capital -- Banking and credit risk -- A primer on securitisation -- Yield curve -- Asset-liability management I -- Asset-liability management II -- Asset-liability management III: Trading and hedging principles -- Asset-liability management IV: The ALCO -- ALCO: Terms of reference and treasury operating model -- Risk reporting, risk policy and stress testing -- Principles of bank liquidity management -- Liquidity risk metrics -- Liquidity risk reporting and stress testing -- Internal funds pricing policy -- Bank strategy I: Formulating strategy and direction -- Bank strategy II: Capital and funding management -- Principles of corporate governance -- Applications software, policy templates and spreadsheet models -- Afterword.

The ultimate guide for bank management: how to survive and thrive throughout the business cycle. An essential guide for bankers and students of finance everywhere, The Principles of Banking reiterates that the primary requirement of banking -- sound capital and liquidity risk management -- had been forgotten in the years prior to the financial crash. Serving as a policy guide for market practitioners and regulators at all levels, the book explains the keys to success that bankers need to follow during good times in order to be prepared for the bad, providing in-depth guidance and technical analysis of exactly what constitutes good banking practice. Accessible to professionals and students alike, The Principles of Banking covers issues of practical importance to bank practitioners, including asset-liability management, liquidity risk, internal transfer pricing, capital management, stress testing, and more. With an emphasis on viewing business cycles as patterns of stable and stressful market behavior, and rich with worked examples illustrating the key principles of bank asset-liability management, the book is an essential policy guide for today and tomorrow. It also offers readers access to an accompanying website holding policy templates and teaching aids.