Bank Asset & Liability Management Bank Asset and Liability Management【附光盘】精装厚本

300 3.4折 889.9 九品

仅1件

上海黄浦

认证卖家担保交易快速发货售后保障

作者Moorad Choudhry（莫德休·乔德里）著

出版社Wiley

ISBN9780470821350

出版时间2007

装帧精装

开本32开

纸张胶版纸

页数1440页

定价889.9元

货号E5

上书时间2024-01-16

已实名已认证进店收藏店铺

商品描述: Banks are a vital part of the global economy, and the essence of banking is asset–liability management (ALM). This book is a comprehensive treatment of an important financial market discipline. A reference text for all those involved in banking and the debt capital markets, it describes the techniques, products and art of ALM. Subjects covered include bank capital, money market trading, risk management, regulatory capital and yield curve analysis. Highlights of the book include detailed coverage of: liquidity, gap and funding risk management hedging using interest–rate derivatives and creditderivatives impact of Basel II securitisation and balance sheet management structured finance products including asset–backed commercial paper, mortgage–backed securities, collateralised debt obligations and structured investment vehicles, and their role in ALM treasury operations and group transfer pricing. Concepts and techniques are illustrated with case studies and worked examples. Written in accessible style, this book is essential reading for market practitioners, bank regulators and graduate students in banking and finance. Includes free CD–ROM that contains software on applications described in the book, including a yield curve model, cubic spline spreadsheet calculator and CDO waterfall model.

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Bank Asset & Liability Management Bank Asset and Liability Management【附光盘】 精装 厚本