An introduction to banking : liquidity risk and asset-liability management / Moorad Choudhry.

An introduction to banking : liquidity risk and asset-liability management /

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"A great write-up on the art of banking. Essential reading for anyone working in finance."Dan Cunningham, Senior Euro Cash & OBS Dealer, KBC Bank NV, London "Focused and succinct review of the key issues in bank risk management."Graeme Wolvaardt, Head of Market Risk Control,...

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Bibliographic Details
Main Author: Choudhry, Moorad
Corporate Author: Chartered Institute for Securities & Investment
Format: Electronic eBook
Language:English
Published: Chichester, U.K. : John Wiley & Sons, 2011.
Subjects:
Asset-liability management.
Bank liquidity > Management.
Banks and banking.
Risk management.
Risk Management
risk management.
Online Access: Full text (Wentworth users only)
Local Note:ProQuest Ebook Central
Table of Contents:
  • Machine generated contents note: 1. Bank Business And Capital
  • Banking business
  • Interest income
  • Fees and commissions
  • Trading income
  • Costs
  • Capital markets
  • Scope of banking activities
  • Capital
  • Banking and trading books
  • Financial statements and ratios
  • balance sheet
  • Profit and loss report
  • References
  • 2. Money Markets
  • Introduction
  • Securities quoted on a yield basis
  • Money market deposits
  • Certificates of deposit
  • CD yields
  • Securities quoted on a discount basis
  • Treasury bills
  • Banker's acceptances
  • Eligible banker's acceptance
  • Commercial paper
  • Commercial paper programmes
  • Commercial paper yields
  • Asset-backed commercial paper
  • Repo
  • Definition
  • classic repo
  • Examples of classic repo
  • sell/buyback
  • Examples of sell/buyback
  • Repo collateral
  • Legal treatment
  • Margin
  • ^ Variation margin
  • Currencies using money market year base of 365 days
  • 3. Yield Curve
  • Importance of the yield curve
  • Using the yield curve
  • Yield-to-maturity yield curve
  • Analysing and interpreting the yield curve
  • Theories of the yield curve
  • zero-coupon yield curve
  • Example calculation illustrations
  • Forward rate calculation for money market term
  • Understanding forward rates
  • Bibliography
  • 4. Introduction To Trading And Hedging
  • Trading approach
  • yield curve and interest rate expectations
  • Credit intermediation by the repo desk
  • Specials trading
  • Matched book trading
  • Interest-rate-hedging tools
  • Interest rate futures
  • Forward rate agreements
  • FRA mechanics
  • Overnight interest rate swaps
  • Credit risk hedging
  • Understanding credit risk
  • Credit rating rationale
  • Credit limit setting and rationale
  • Loan origination process standards
  • ^ Bibliography
  • 5. Asset And Liability Management I
  • Basic concepts.

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