Lien ebook : http://ezproxy.univ-catholille.fr/login?url=https://www.vleb...

eISBN : 9780470827017

Sommaire :

Preface

Part I A primer on banking
Chapter 1 A primer on bank business and balance sheet risk
Chapter 2 Bank regulatory capital
Chapter 3 Banking and credit risk
Chapter 4 A primer on securitisation
Chapter 5 The yield curve

Part II Bank asset and liability management
Chapter 6 Asset–liability management I
Chapter 7 Asset–liability management II
Chapter 8 Asset–liability management III: Trading and hedging principles
Chapter 9 Asset–liability management IV: The ALCO
Chapter 10 The ALCO: Terms of reference and treasury operating model
Chapter 11 Risk reporting, risk policy and stress

Part III Bank liquidity risk management
Chapter 12 Principles of bank liquidity management
Chapter 13 Liquidity risk metrics
Chapter 14 Liquidity risk reporting and stress testing
Chapter 15 Internal funds pricing policy

Part IV Bank strategy and governance
Chapter 16 Bank strategy I: Formulating strategy and direction
Chapter 17 Bank strategy II: Capital and funding management
Chapter 18 Principles of corporate governance

Part V Applications software, policy templates and teaching AIDS
Chapter 19 Applications software, policy templates and spreadsheet models

Index

Langue : Anglais

Lieu d'édition : TORONTO

Localisation : Bibliothèque Campus de Nice

Support : Numérique

Etat : Présent

Propriétaire : Bibliothèque