LEADER 05728nam 2200781 450 001 9910677775203321 005 20211005104352.0 010 $a0-470-82702-5 010 $a1-280-67924-7 010 $a9786613656179 010 $a0-470-82701-7 035 $a(CKB)2560000000082831 035 $a(EBL)693334 035 $a(OCoLC)794663260 035 $a(SSID)ssj0000678804 035 $a(PQKBManifestationID)12235953 035 $a(PQKBTitleCode)TC0000678804 035 $a(PQKBWorkID)10728233 035 $a(PQKB)10255177 035 $a(MiAaPQ)EBC693334 035 $a(JP-MeL)3000065621 035 $a(MiAaPQ)EBC4028339 035 $a(Au-PeEL)EBL4028339 035 $a(CaPaEBR)ebr11105603 035 $a(OCoLC)865009589 035 $a(CaSebORM)9780470827024 035 $a(EXLCZ)992560000000082831 100 $a20160816h20122012 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 14$aThe principles of banking /$fMoorad Choudhry 205 $a1st edition 210 1$aSolaris South Tower, Singapore :$cJohn Wiley & Sons Singapore Pte. Ltd.,$d2012. 210 4$dİ2012 215 $a1 online resource (914 p.) 225 1 $aWiley Finance 300 $aDescription based upon print version of record. 311 $a1-118-82679-5 311 $a0-470-82521-9 320 $aIncludes bibliographical references at the end of each chapters and index. 327 $aTHE 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 CONCEPTS 327 $aBank 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 Accounts 327 $aCertificates 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 Securitisation 327 $aOPERATIONAL 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 Matrix 327 $aStructured 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 Process 327 $aCollateral Enablement 330 $aThe ultimate guide for bank management: how to survive and thrive throughout the business cycle An essential guide for bankers and students of finance everywhere, The Principles of Banking reiterates that the primary requirement of banking-sound capital and liquidity risk management-had been forgotten in the years prior to the financial crash. Serving as a policy guide for market practitioners and regulators at all levels, the book explains the keys to success that bankers need to follow during good times in order to be prepared for the bad, providing in-depth guidance and tech 410 0$aWiley finance series. 606 $aAsset-liability management 606 $aBank liquidity 606 $aGlobal Financial Crisis, 2008-2009 615 0$aAsset-liability management. 615 0$aBank liquidity. 615 0$aGlobal Financial Crisis, 2008-2009. 676 $a332.1 676 $a332.1/2 676 $a332.10681 700 $aChoudhry$b Moorad$0151558 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910677775203321 996 $aThe principles of banking$93068102 997 $aUNINA