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The principles of banking / Moorad Choudhry.

By: Choudhry, Moorad.
Singapore : John Wiley & Sons Singapore, 2012Description: xxv, 886 p. : ill. ; 24 cm.ISBN: 0470825219 (hbk.); 9780470825211 (hbk.).Subject(s): Asset-liability management | Bank liquidity | Global Financial Crisis, 2008-2009Genre/Form: Print books.
Contents:
A primer on bank business and balance sheet risk -- Bank regulatory capital -- Banking and credit risk -- A primer on securitisation -- The yield curve -- Asset-liability management I -- Asset-liability management II -- Asset-liability management III : trading and hedging principles -- Asset-liability management IV : the ALCO -- The 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.
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Includes index.

A primer on bank business and balance sheet risk -- Bank regulatory capital -- Banking and credit risk -- A primer on securitisation -- The yield curve -- Asset-liability management I -- Asset-liability management II -- Asset-liability management III : trading and hedging principles -- Asset-liability management IV : the ALCO -- The 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.

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