Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
Bank asset liability management best practice : yesterday, today and tomorrow / / Polina Bardaeva
| Bank asset liability management best practice : yesterday, today and tomorrow / / Polina Bardaeva |
| Autore | Bardaeva Polina |
| Pubbl/distr/stampa | Berlin ; ; Boston, MA : , : Walter de Gruyter GmbH, , [2021] |
| Descrizione fisica | 1 online resource (XIV, 155 p.) |
| Disciplina | 332.10681 |
| Collana | The Moorad Choudhry Global Banking Series |
| Soggetto topico |
Asset-liability management - Data processing
Asset-liability management - Law and legislation |
| Soggetto non controllato |
ALM
Capital Conflict of interest Interest rate Strategy |
| ISBN |
3-11-066976-5
3-11-066660-X |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Acknowledgments -- Foreword -- Contents -- Preface -- Part 1: Historical Asset and Liability Management Concepts -- Introduction -- Chapter 1. Before the ALM Era -- Chapter 2. Financial Turbulence -- Chapter 3. Emergence of Derivatives -- Chapter 4. Regulators in Place -- Chapter 5. Preservation of Basel III Capital -- Chapter 6. Complete Interrelation -- Chapter 7. ALM Evolution Summary -- Conclusions -- Part 2: Place of Asset and Liability Management in a Bank -- Introduction -- Chapter 8. Prerequisites for ALM -- Chapter 9. ALM Responsibilities (Full Scope) -- Chapter 10. ALM Operating Model -- Chapter 11. ALM Inside a Risk Management Triangle -- Chapter 12. From a Standalone ALM Desk to a Group Treasury -- Conclusions -- Part 3: New Trends in Banking and Challenges for ALM -- Introduction -- Chapter 13. ALM Role in SREP -- Chapter 14. Scope of ALM Involvement for Different Banks -- Chapter 15. ALM Role in Crisis -- Chapter 16. After-Crisis ALM -- Selected Bibliography -- List of Figures -- List of Tables -- List of Abbreviations -- About the Author -- Index |
| Record Nr. | UNINA-9910554270303321 |
Bardaeva Polina
|
||
| Berlin ; ; Boston, MA : , : Walter de Gruyter GmbH, , [2021] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Guaranteed to fail [[electronic resource] ] : Fannie Mae, Freddie Mac, and the debacle of mortgage finance / / Viral V. Acharya ... [et al.]
| Guaranteed to fail [[electronic resource] ] : Fannie Mae, Freddie Mac, and the debacle of mortgage finance / / Viral V. Acharya ... [et al.] |
| Autore | Acharya Viral V. |
| Edizione | [Course Book] |
| Pubbl/distr/stampa | Princeton, : Princeton University Press, c2011 |
| Descrizione fisica | 1 online resource (233 p.) |
| Disciplina | 332.7/20973 |
| Altri autori (Persone) | AcharyaViral V |
| Soggetto topico |
Business failures - United States - History - 21st century
Financial crises - United States - History - 21st century Housing - United States - Finance Mortgage loans - Government policy - United States |
| Soggetto non controllato |
Affordable housing
Agency debt Alt-A Asset management Asset Balance sheet Bank of America Bank run Bank Bear Stearns Ben Bernanke Capital market Capital requirement Cash Central bank Citigroup Commercial bank Conservatorship Countrywide Credit (finance) Credit risk Credit score in the United States Credit score Creditor Debt Dodd–Frank Wall Street Reform and Consumer Protection Act Down payment Economics Economist Economy Equity (finance) Fannie Mae Federal Housing Administration Federal Housing Finance Agency Finance Financial crisis Financial institution Financial services Fixed-rate mortgage Foreclosure Freddie Mac Funding Government National Mortgage Association Government debt Guarantee Hedge fund Heitor Almeida Henry Paulson Home equity Household Income Insolvency Insurance Interest rate risk Interest rate Investment Investor JPMorgan Chase Lehman Brothers Lender of last resort Leverage (finance) Line of credit Macroeconomics Market discipline Market liquidity Monetary policy Moral hazard Mortgage Rate Mortgage bank Mortgage loan Payment Pension fund Percentage Private mortgage Private sector Privatization Quantitative easing Race to the bottom Real estate appraisal Real estate economics Receivership Recession Refinancing Repurchase agreement Resolution Trust Corporation Return on equity Saving Savings and loan association Secondary mortgage market Securitization Security (finance) Subprime Subsidy Systemic risk Too big to fail Underwriting Standards Underwriting Value (economics) Washington Mutual Working paper |
| ISBN |
1-283-01208-1
9786613012081 1-4008-3809-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front matter -- Contents -- Acknowledgments -- Prologue -- ONE. Feeding the Beast -- TWO. Ticking Time Bomb -- THREE. Race to the Bottom -- FOUR. Too Big to Fail -- FIVE. End of Days -- SIX. In Bed with the Fed -- SEVEN. How Others Do It -- EIGHT. How to Reform a Broken System -- NINE. Chasing the Dragon -- Epilogue -- Appendix: Timeline of U.S. Housing Finance Milestones -- Notes -- Glossary -- Index |
| Record Nr. | UNINA-9910785578803321 |
|
Acharya Viral V.
|
||
| Princeton, : Princeton University Press, c2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Introduction to Stochastic Finance / Jia-An Yan
| Introduction to Stochastic Finance / Jia-An Yan |
| Autore | Yan, Jia-An |
| Pubbl/distr/stampa | Singapore, : Springer ; Beijing, : Science Press, 2018 |
| Descrizione fisica | xiv, 403 p. : ill. ; 24 cm |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60Gxx - Stochastic processes [MSC 2020] 91Gxx - Actuarial science and mathematical finance [MSC 2020] |
| Soggetto non controllato |
Black-Scholes model
Diffusion process model Hedging Interest rate Options Portfolio selection Pricing Quantitative Finance Static risk measure Term structure model |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0125149 |
|
Yan, Jia-An
|
||
| Singapore, : Springer ; Beijing, : Science Press, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Introduction to Stochastic Finance / Jia-An Yan
| Introduction to Stochastic Finance / Jia-An Yan |
| Autore | Yan, Jia-An |
| Pubbl/distr/stampa | Singapore, : Springer ; Beijing, : Science Press, 2018 |
| Descrizione fisica | xiv, 403 p. : ill. ; 24 cm |
| Soggetto topico |
60Gxx - Stochastic processes [MSC 2020]
60Hxx - Stochastic analysis [MSC 2020] 91Gxx - Actuarial science and mathematical finance [MSC 2020] |
| Soggetto non controllato |
Black-Scholes model
Diffusion process model Hedging Interest rate Options Portfolio selection Pricing Quantitative Finance Static risk measure Term structure model |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00125149 |
|
Yan, Jia-An
|
||
| Singapore, : Springer ; Beijing, : Science Press, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||