{"product_id":"9780470821350","title":"Bank Asset and Liability Management Strategy, Trading, Analysis","description":"\u003ch1\u003eBank Asset and Liability Management\u003c\/h1\u003e\u003ch2\u003eStrategy, Trading, Analysis\u003c\/h2\u003e\u003ch3\u003eMoorad Choudhry | Darren Carter\u003c\/h3\u003e\u003cdiv\u003e\u003cb\u003eBusiness \u0026amp; Economics \/ Banks \u0026amp; Banking\u003c\/b\u003e\u003c\/div\u003e\u003cbr\u003e\u003cdiv\u003eBanks 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. \u003cp\u003eHighlights of the book include detailed coverage of:\u003c\/p\u003e \u003cul\u003e \u003cli\u003eLiquidity, gap and funding risk management\u003c\/li\u003e \u003cli\u003eHedging using interest-rate derivatives and credit derivatives\u003c\/li\u003e \u003cli\u003eImpact of Basel II\u003c\/li\u003e \u003cli\u003eSecuritisation and balance sheet management\u003c\/li\u003e \u003cli\u003eStructured finance products including asset-backed commercial paper, mortgage-backed securities, collateralised debt obligations and structured investment vehicles, and their role in ALM\u003c\/li\u003e \u003cli\u003eTreasury operations and group transfer pricing.\u003c\/li\u003e \u003c\/ul\u003e \u003cp\u003eConcepts 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.\u003c\/p\u003e \u003cp\u003eCompanion website features online access to software on applications described in the book, including a yield curve model, cubic spline spreadsheet calculator and CDO waterfall model.\u003c\/p\u003e\n\u003c\/div\u003e\u003cdiv\u003e \u003cb\u003eMoorad Choudhry\u003c\/b\u003e is Head of Treasury at KBC Financial Products UK Limited in London. He previously worked as a government bond trader at ABN Amro Hoare Govett Limited and Hambros Bank Limited, and in structured finance with JPMorgan Chase Bank. \u003cbr\u003eMoorad is a Visiting Professor at the Department of Economics, London Metropolitan University, and a Fellow of the Securities Institute in the City of London. He is co-editor with Professor Frank Fabozzi of \u003ci\u003eThe Handbook of European Fixed Income Securities\u003c\/i\u003e.\u003c\/div\u003e\u003cbr\u003e\u003ctable\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublication Date: \u003c\/td\u003e\n\u003ctd\u003e13 April 2007\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublisher: \u003c\/td\u003e\n\u003ctd\u003eWiley\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eImprint: \u003c\/td\u003e\n\u003ctd\u003eWiley\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eISBN-13: \u003c\/td\u003e\n\u003ctd\u003e9780470821350\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eFormat: \u003c\/td\u003e\n\u003ctd\u003eHardback\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePage Count: \u003c\/td\u003e\n\u003ctd\u003e1440\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eWeight (oz): \u003c\/td\u003e\n\u003ctd\u003e60.0\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003c\/table\u003e","brand":"Wiley","offers":[{"title":"Default Title","offer_id":44310321791116,"sku":"9780470821350","price":126.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9780470821350_50e451a7-8610-4814-a1fb-5128b5387821.jpg?v=1780179639","url":"https:\/\/fh90cf-fv.myshopify.com\/products\/9780470821350","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}