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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
Opac: Controlla la disponibilità qui
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
Opac: Controlla la disponibilità qui
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
Opac: Controlla la disponibilità qui
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
Opac: Controlla la disponibilità qui