An Introduction to Banking: Liquidity Risk and Asset-Liability Management
- 5h 42m
- Moorad Choudhry
- John Wiley & Sons (US)
- 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
Written in the author's trademark accessible style, this book is a succinct and focused analysis of the core principles of good banking practice.
About the Author
Dr Moorad Choudhry is Managing Director, Head of Business Treasury, Global Banking and Markets, at The Royal Bank of Scotland. He is Visiting Professor at London Metropolitan Business School, Visiting Research Fellow at the ICMA Centre, University of Reading, Associate Research Fellow at the School of Information Systems, Computing and Mathematics, Brunel University, a Fellow of the Chartered Institute for Securities and Investment, and a Fellow of the ifs-School of Finance.
In this Book
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Foreword
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Bank Business and Capital
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The Money Markets
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The Yield Curve
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Introduction to Trading and Hedging
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Asset and Liability Management I
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Asset and Liability Management II
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Asset and Liability Management III—The ALCO
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Bank Liquidity Risk Management
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A Sustainable Bank Business Model—Capital, Liquidity and Leverage
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Bank Regulatory Capital
