The principles of banking
In: Wiley finance
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.