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An introduction to banking : principles, strategy and risk management / / Moorad Choudhry ; with contributions from Ed Bace ... [et al.] ; [foreword by Steen Blaafalk]
| An introduction to banking : principles, strategy and risk management / / Moorad Choudhry ; with contributions from Ed Bace ... [et al.] ; [foreword by Steen Blaafalk] |
| Autore | Choudhry Moorad |
| Edizione | [2nd ed] |
| Pubbl/distr/stampa | Chichester, West Sussex, : Wiley, c2018 |
| Descrizione fisica | 1 online resource (565 pages) |
| Disciplina | 332.1068/1 |
| Soggetto topico |
Banks and banking
Bank liquidity - Management Risk management |
| ISBN |
9781119115915
1119115914 9781119115908 1119115906 9781119115922 1119115922 |
| Classificazione |
338.5
332.1 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | und |
| Nota di contenuto | Bank business and capital -- Customer services and marketing for bank products -- Credit assessment and managing for bank products -- The money markets -- The yield curve -- Introduction to money market dealing and hedging -- Bank asset and liability management I -- Asset and liability management II: the alco -- Bank liquidity risk management I -- Liquidity risk management II: basel III liguidity, liabilities strategy, stress testing, collateral management and the HQLA -- Business best-practice bank internal funds transfer pricing policy -- Net interest income (NII), net interest margin (NIM) and the management of interest-rate risk in the banking book -- Securitisation mechanics for balance sheet management -- Strategy setting -- Bank regulatory capital, basel rules and ICAAP -- Managing operational risk -- Advice and problem solving: case studies. |
| Record Nr. | UNINA-9910270889603321 |
Choudhry Moorad
|
||
| Chichester, West Sussex, : Wiley, c2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
An introduction to banking [[electronic resource] ] : liquidity risk and asset-liability management / / Moorad Choudhry
| An introduction to banking [[electronic resource] ] : liquidity risk and asset-liability management / / Moorad Choudhry |
| Autore | Choudhry Moorad |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Chichester [U.K.], : John Wiley, 2011 |
| Descrizione fisica | 1 online resource (384 p.) |
| Disciplina | 332.1 |
| Collana | Securities Institute |
| Soggetto topico |
Banks and banking
Bank liquidity - Management Asset-liability management |
| ISBN |
1-119-20694-4
1-283-24048-3 9786613240484 1-119-99358-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
An Introduction to Banking: Liquidity Risk and Asset-liability Management; CONTENTS; Foreword; Preface; About the author; 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; The balance sheet; Profit and loss report; References; 2 THE 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; The classic repo; Examples of classic repo; The sell/buyback; Examples of sell/buyback; Repo collateral; Legal treatment; Margin; Variation margin; Currencies using money market year base of 365 days; 3 THE 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; The 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; The 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; Liquidity gap; Managing liquidity; The liquidity ratio; The liquidity portfolio; 6 ASSET AND LIABILITY MANAGEMENT II; Introduction; Basic concepts; Interest rate risk and source; The banking book; The ALM desk; Traditional ALM; Developments in ALM; Liquidity and interest rate risk; The liquidity gap; Gap risk and limits; Liquidity management; Interest rate gap; Portfolio-modified duration gap; Critique of the traditional approach; The cost of funding; Securitization; The securitization process; Benefits of securitization Generic ALM policy for different-sized banks NPV and value-at-risk; Bibliography; 7 ASSET AND LIABILITY MANAGEMENT III: THE ALCO; ALCO policy; ALCO reporting; 8 BANK LIQUIDITY RISK MANAGEMENT; The liquidity policy statement; Principles of bank liquidity risk management; Measuring bank liquidity risk: key metrics; Internal funding rate policy; Conclusion; 9 A SUSTAINABLE BANK BUSINESS MODEL: CAPITAL, LIQUIDITY AND LEVERAGE; The new bank business model; Liquidity risk management; The liquid asset buffer; Conclusions and recommendations; References; 10 BANK REGULATORY CAPITAL Banking regulatory capital requirements |
| Record Nr. | UNINA-9910789063303321 |
|
Choudhry Moorad
|
||
| Chichester [U.K.], : John Wiley, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
An introduction to banking : liquidity risk and asset-liability management / / Moorad Choudhry
| An introduction to banking : liquidity risk and asset-liability management / / Moorad Choudhry |
| Autore | Choudhry Moorad |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Chichester [U.K.], : John Wiley, 2011 |
| Descrizione fisica | 1 online resource (384 p.) |
| Disciplina | 332.1 |
| Collana | Securities Institute |
| Soggetto topico |
Banks and banking
Bank liquidity - Management Asset-liability management |
| ISBN |
1-119-20694-4
1-283-24048-3 9786613240484 1-119-99358-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
An Introduction to Banking: Liquidity Risk and Asset-liability Management; CONTENTS; Foreword; Preface; About the author; 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; The balance sheet; Profit and loss report; References; 2 THE 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; The classic repo; Examples of classic repo; The sell/buyback; Examples of sell/buyback; Repo collateral; Legal treatment; Margin; Variation margin; Currencies using money market year base of 365 days; 3 THE 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; The 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; The 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; Liquidity gap; Managing liquidity; The liquidity ratio; The liquidity portfolio; 6 ASSET AND LIABILITY MANAGEMENT II; Introduction; Basic concepts; Interest rate risk and source; The banking book; The ALM desk; Traditional ALM; Developments in ALM; Liquidity and interest rate risk; The liquidity gap; Gap risk and limits; Liquidity management; Interest rate gap; Portfolio-modified duration gap; Critique of the traditional approach; The cost of funding; Securitization; The securitization process; Benefits of securitization Generic ALM policy for different-sized banks NPV and value-at-risk; Bibliography; 7 ASSET AND LIABILITY MANAGEMENT III: THE ALCO; ALCO policy; ALCO reporting; 8 BANK LIQUIDITY RISK MANAGEMENT; The liquidity policy statement; Principles of bank liquidity risk management; Measuring bank liquidity risk: key metrics; Internal funding rate policy; Conclusion; 9 A SUSTAINABLE BANK BUSINESS MODEL: CAPITAL, LIQUIDITY AND LEVERAGE; The new bank business model; Liquidity risk management; The liquid asset buffer; Conclusions and recommendations; References; 10 BANK REGULATORY CAPITAL Banking regulatory capital requirements |
| Record Nr. | UNINA-9910967484203321 |
|
Choudhry Moorad
|
||
| Chichester [U.K.], : John Wiley, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Liquidity risk management : a practitioner's perspective / / Shyam Venkat, Stephen Baird
| Liquidity risk management : a practitioner's perspective / / Shyam Venkat, Stephen Baird |
| Autore | Venkat Shyam <1962-> |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2016 |
| Descrizione fisica | 1 online resource (287 p.) |
| Disciplina | 332.1068/1 |
| Collana | Wiley Finance Series |
| Soggetto topico |
Bank liquidity - Management
Banks and banking - Risk management Financial risk management |
| ISBN |
1-118-91878-9
1-118-91879-7 1-118-89813-3 |
| Classificazione | BUS004000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Series Page; Title Page; Copyright; Table of Contents; Chapter 1: Introduction; A Practitioner's Perspective; Outline of the Book; Core Themes; Acknowledgments; Part One: Measuring and Managing Liquidity Risk; Chapter 2: A New Era of Liquidity Risk Management; Introduction; Governance and Organization; Measuring and Managing Liquidity Risk; Optimizing Business Practices; Further Considerations for the Path Forward; Chapter 3: Liquidity Stress Testing; Measuring Contingent Liquidity Requirements; Overview of the Model; Design of the Model; Testing Techniques; Baseline Scenario
Scenario DevelopmentDevelopment of Assumptions; Outputs of the Model; Governance and Controls; Liquidity Optimization; Funding Optimization; Establishing a Sustainable Infrastructure; Integration of Liquidity Stress Testing with Related Risk Models; Conclusion; Chapter 4: Intraday Liquidity Risk Management; Introduction; Uses and Sources of Intraday Liquidity; Risk Management, Measurement and Monitoring Tools for Financial Institutions; Risk Management, Measurement, Monitoring Tools for FMUs; Conclusion; Chapter 5: The Convergence of Collateral and Liquidity A Word on Collateral and Collateral ManagementCapital Markets Before 2008; Capital Markets Post-2008; The Case for Action; The Sell-Side; The Buy-Side; On Collateral Optimization; Improved Liquidity and Increased Collateral Efficiency: A Case Study; Conclusion; References; Chapter 6: Early Warning Indicators; Early Warning Indicators: Mechanism to Signal Upcoming Liquidity Crisis; Conclusion; Chapter 7: Contingency Funding Planning; Actions in a Liquidity Crisis; Evolving Capabilities and Enhancements; Design Considerations; Framework and Building Blocks; Additional Considerations; Conclusion ReferencesChapter 8: Liquidity Risk Management Information Systems; Liquidity Risk MIS Reference Architecture; Liquidity Data Governance and Quality Control Framework; Design and Implementation Consideration; Conclusion; Chapter 9: Recovery and Resolution Planning-Liquidity; Liquidity Requirements in Recovery Planning; Liquidity Requirements in Resolution Planning; Conclusion; Part Two: The Regulatory Environment of Liquidity Risk Supervision; Chapter 10: Supervisory Perspectives on Liquidity Risk Management; Introduction Rating Liquidity Risk Management with U.S. Banking Regulators' Rating SystemFoundations Established in BCBS' "Sound Practices for Managing Liquidity in Banking Organizations"; Strategy Setting and the Oversight Role of Directors and Senior Management; Foreign Currency Liquidity Management; Core Internal Controls for Liquidity Risk Management; The Discipline of Public Disclosure; Monitoring Adherence to BCBS Standards; Conclusion; Chapter 11: LCR, NSFR, and Their Challenges; Introduction; Liquidity Coverage Ratio; NSFR; Qualitative Requirements and Monitoring Tools Tackling the Practical Implementation Challenges |
| Record Nr. | UNINA-9910134865103321 |
|
Venkat Shyam <1962->
|
||
| Hoboken, New Jersey : , : Wiley, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Liquidity risk management : a practitioner's perspective / / Shyam Venkat, Stephen Baird
| Liquidity risk management : a practitioner's perspective / / Shyam Venkat, Stephen Baird |
| Autore | Venkat Shyam <1962-> |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2016 |
| Descrizione fisica | 1 online resource (287 p.) |
| Disciplina | 332.1068/1 |
| Collana | Wiley Finance Series |
| Soggetto topico |
Bank liquidity - Management
Banks and banking - Risk management Financial risk management |
| ISBN |
1-118-91878-9
1-118-91879-7 1-118-89813-3 |
| Classificazione | BUS004000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Series Page; Title Page; Copyright; Table of Contents; Chapter 1: Introduction; A Practitioner's Perspective; Outline of the Book; Core Themes; Acknowledgments; Part One: Measuring and Managing Liquidity Risk; Chapter 2: A New Era of Liquidity Risk Management; Introduction; Governance and Organization; Measuring and Managing Liquidity Risk; Optimizing Business Practices; Further Considerations for the Path Forward; Chapter 3: Liquidity Stress Testing; Measuring Contingent Liquidity Requirements; Overview of the Model; Design of the Model; Testing Techniques; Baseline Scenario
Scenario DevelopmentDevelopment of Assumptions; Outputs of the Model; Governance and Controls; Liquidity Optimization; Funding Optimization; Establishing a Sustainable Infrastructure; Integration of Liquidity Stress Testing with Related Risk Models; Conclusion; Chapter 4: Intraday Liquidity Risk Management; Introduction; Uses and Sources of Intraday Liquidity; Risk Management, Measurement and Monitoring Tools for Financial Institutions; Risk Management, Measurement, Monitoring Tools for FMUs; Conclusion; Chapter 5: The Convergence of Collateral and Liquidity A Word on Collateral and Collateral ManagementCapital Markets Before 2008; Capital Markets Post-2008; The Case for Action; The Sell-Side; The Buy-Side; On Collateral Optimization; Improved Liquidity and Increased Collateral Efficiency: A Case Study; Conclusion; References; Chapter 6: Early Warning Indicators; Early Warning Indicators: Mechanism to Signal Upcoming Liquidity Crisis; Conclusion; Chapter 7: Contingency Funding Planning; Actions in a Liquidity Crisis; Evolving Capabilities and Enhancements; Design Considerations; Framework and Building Blocks; Additional Considerations; Conclusion ReferencesChapter 8: Liquidity Risk Management Information Systems; Liquidity Risk MIS Reference Architecture; Liquidity Data Governance and Quality Control Framework; Design and Implementation Consideration; Conclusion; Chapter 9: Recovery and Resolution Planning-Liquidity; Liquidity Requirements in Recovery Planning; Liquidity Requirements in Resolution Planning; Conclusion; Part Two: The Regulatory Environment of Liquidity Risk Supervision; Chapter 10: Supervisory Perspectives on Liquidity Risk Management; Introduction Rating Liquidity Risk Management with U.S. Banking Regulators' Rating SystemFoundations Established in BCBS' "Sound Practices for Managing Liquidity in Banking Organizations"; Strategy Setting and the Oversight Role of Directors and Senior Management; Foreign Currency Liquidity Management; Core Internal Controls for Liquidity Risk Management; The Discipline of Public Disclosure; Monitoring Adherence to BCBS Standards; Conclusion; Chapter 11: LCR, NSFR, and Their Challenges; Introduction; Liquidity Coverage Ratio; NSFR; Qualitative Requirements and Monitoring Tools Tackling the Practical Implementation Challenges |
| Record Nr. | UNINA-9910811992103321 |
|
Venkat Shyam <1962->
|
||
| Hoboken, New Jersey : , : Wiley, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
