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An introduction to banking : liquidity risk and asset-liability management / Moorad Choudhry
Livre
Edité par John Wiley. Chichester - 2011
The importance of banks to the world's economic system cannot be overstated. The foundation of consistently successful banking practice remains efficient asset-liability management and liquidity risk management. This book introduces the key concepts of banking, concentrating on the application of robust risk management principles from a practitioner viewpoint, and how to incorporate these principles into bank strategy.
Detailed coverage includes: Bank strategy and capital, Understanding the yield curve, Principles of asset-liability management, Effective liquidity risk management, The role of the bank ALM committee.