05728nam 2200781 450 991067777520332120211005104352.00-470-82702-51-280-67924-797866136561790-470-82701-7(CKB)2560000000082831(EBL)693334(OCoLC)794663260(SSID)ssj0000678804(PQKBManifestationID)12235953(PQKBTitleCode)TC0000678804(PQKBWorkID)10728233(PQKB)10255177(MiAaPQ)EBC693334(JP-MeL)3000065621(MiAaPQ)EBC4028339(Au-PeEL)EBL4028339(CaPaEBR)ebr11105603(OCoLC)865009589(CaSebORM)9780470827024(EXLCZ)99256000000008283120160816h20122012 uy 0engur|n|---|||||txtccrThe principles of banking /Moorad Choudhry1st editionSolaris South Tower, Singapore :John Wiley & Sons Singapore Pte. Ltd.,2012.©20121 online resource (914 p.)Wiley FinanceDescription based upon print version of record.1-118-82679-5 0-470-82521-9 Includes bibliographical references at the end of each chapters and index.THE PRINCIPLES OF BANKING; Contents; Forewords; Preface; Acknowledgements; About the Author; PART I: A PRIMER ON BANKING; CHAPTER 1: A primer on bank business and balance sheet risk; AN INTRODUCTION TO BANKING; Interest Income; Fees and Commissions; Trading Income; Costs; THE CAPITAL MARKETS; BANKING BUSINESS AND CAPITAL; Capital; Banking and Trading Books; FINANCIAL STATEMENTS AND RATIOS; The Balance Sheet; Profit & Loss Report; THE MONEY MARKETS; Financial Transactions; Characteristics of the Money Market; Money Market Conventions; BANK CASH FLOWS AND OTHER BASIC CONCEPTSBank Cash Flows: The Conventional Bank Business ModelMeasuring Return; Loan Valuation; Capital Requirement; RISK EXPOSURES IN BANKING; The Main Bank Risks; The Risk Management Function; DRIVERS OF CREDIT RISK; Parameters of Credit Risk Models; Credit Rating; Correlation; MACRO-LEVEL RISK MANAGEMENT AND STRATEGY; Setting the Formal Risk-Reward Profile; Target Return Rates; Dynamic Risk Management; Bank Risk Management Structure and Organisation; APPENDIX 1.1: SUMMARY OVERVIEW OF BANK PRODUCT LINE; DEFINITION OF BANKING; PRODUCT LINE; Interest-bearing and Non-interest-bearing Current AccountsCertificates of DepositCommercial Paper; Asset-backed Commercial Paper; Foreign Exchange; Government Bonds; Floating Rate Notes; Repos; Letter of Credit; Structured Deposits; Liquidity Facilities; REFERENCES; CHAPTER 2: Bank regulatory capital; BANK REGULATORY CAPITAL; REGULATORY CAPITAL REQUIREMENTS; THE BASEL I RULES; THE BASEL II RULES; Elements of the Basel II Rules; IMPLEMENTATION APPROACHES; IMPACT ON SPECIFIC SECTORS; Sovereign Assets; Bank Assets; Structured Finance Assets; Liquidity Facilities; Corporate and Retail Lending; Credit Derivatives; Basel II and SecuritisationOPERATIONAL RISKThe Nature of Operational Risk; Calculation Methodology; Insurance Policy Mitigation; BASEL III; Initial Impact; Overview; Summary of Basel III Requirements; Definition of Capital; THE CAPITAL CALCULATION AND RETURN ON CAPITAL TARGETS; Credit Risk and Capital Calculation; Defining Capital in Portfolio Loss Distribution Terms; The Return on Capital Target; BIBLIOGRAPHY; CHAPTER 3: Banking and credit risk; CREDIT RISK PRINCIPLES; CREDIT RISK; Credit Default Risk; Credit Spread Risk; CREDIT RATINGS; Purpose of Credit Ratings; RATINGS CHANGES OVER TIME; Ratings Transition MatrixStructured Finance Rating TransitionsUNDERSTANDING CREDIT RISK; Definition of Credit Risk; The Asset Exposure; Recovery Value; Collateral and Third-Party Guarantees; EXTERNAL RATING AGENCY CREDIT RATINGS; Credit Analysis; Financial Analysis; Industry-specific Analysis; BANK INTERNAL CREDIT RATINGS; CREDIT VALUE-at-RISK; Time Horizon; Data Inputs; VARIANCE-COVARIANCE CREDIT VaR; Methodology; Time Horizon; Calculating the Credit VaR; CREDIT LIMIT SETTING AND RATIONALE; Credit Limit Principles; Credit Limit Setting; LOAN ORIGINATION PROCESS STANDARDS; Credit Process; Capital Allocation ProcessCollateral EnablementThe 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 techWiley finance series.Asset-liability managementBank liquidityGlobal Financial Crisis, 2008-2009Asset-liability management.Bank liquidity.Global Financial Crisis, 2008-2009.332.1332.1/2332.10681Choudhry Moorad151558MiAaPQMiAaPQMiAaPQBOOK9910677775203321The principles of banking3068102UNINA