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Author:   Moorad Choudhry (University of Kent Business School) ,  Steen Blaafalk
Publisher:   John Wiley & Sons Inc
Imprint:   John Wiley & Sons Inc
Edition:   2nd edition
Dimensions:   Width: 16.80cm , Height: 3.30cm , Length: 24.10cm
Weight:   1.021kg
ISBN:  

9781119115892

ISBN 10:   1119115892
Pages:   592
Publication Date:   11 April 2018
Audience:   Adult education ,  Further / Higher Education
Format:   Paperback
Publisher's Status:   Active
Availability:   Available To Order  
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Table of Contents

Foreword ix Preface xi Preface to the First Edition xv Acknowledgements xvii About the Author xix Part I Bank Business and the Markets 1 1 Bank Business and Capital 3 2 Customer Services and Marketing for Bank Products 29 3 Credit Assessment and Managing Credit Risk 49 4 the Money Markets 95 5 the Yield Curve 131 6 Introduction to Money Market Dealing and Hedging 167 Part II Asset–liability Management and Liquidity Risk 205 7 Bank Asset and Liability Management I 207 8 Asset and Liability Management II: the Alco 247 9 Bank Liquidity Risk Management I 265 10 Liquidity Risk Management II: Basel III Liquidity, Liabilities Strategy, Stress Testing, Collateral Management and the HQLA 287 11 Business Best-practice Bank Internal Funds Transfer Pricing Policy 329 12 Net Interest Income (NII), Net Interest Margin (NIM) and the Management of Interest-rate Risk in the Banking Book 343 13 Securitisation Mechanics for Balance Sheet Management 375 Part III Strategy, Regulatory Capital and Case Studies 391 14 Strategy Setting 393 15 Bank Regulatory Capital, Basel Rules and ICAAP 419 16 Managing Operational Risk 493 17 Advice and Problem Solving: Case Studies 505 Appendix A Financial Markets Arithmetic 531 Appendix B Abbreviations and Acronyms 549 Index 553

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Author Information

Professor Moorad Choudhry lectures on the MSc Finance programme at University of Kent Business School. He was previously Treasurer, Corporate Banking Division at The Royal Bank of Scotland, Head of Treasury at Europe Arab Bank, Head of Treasury at KBC Financial Products, Vice President in structured finance services at JPMorgan Chase and a gilt-edged market maker at ABN Amro Hoare Govett Ltd. He is a Fellow of the Chartered Institute for Securities & Investment, a Fellow of the London Institute of Banking and Finance, a Fellow of the Global Association of Risk Professionals and a Fellow of the Institute of Directors.

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