ISBN 13 : 98-1-19-75564-7

Sommaire :
Forewords
Preface
PART I BANKING, BANK CUSTOMER BUSINESS AND REGULATION
CHAPTER 1 Banking, bank business and financial statements
CHAPTER 2 Ethics, conduct and customer service
CHAPTER 3 Bank regulatory capital and the "Basel Rules"

PART II BANK ASSET AND LIABILITY MANAGEMENT
CHAPTER 4 The yield curve
CHAPTER 5 Asset-liability management I
CHAPTER 6 Balance sheet management: money markets, FX, trading and hedging, and securitisation
CHAPTER 7 Managing interest-rate risk in the banking book (IRRBB)
CHAPTER 8 Bank Treasury operating model
CHAPTER 9 ALCO governance framework and terms of reference
CHAPTER 10 ALM sundries: asset encumbrance, hedge accounting, IFRS 9 and EIR

PART III BANK LIQUIDITY RISK MANAGEMENT
CHAPTER 11 Principles of bank liquidity management
CHAPTER 12 Liquidity risk metrics
CHAPTER 13 Liquidity risk reporting
CHAPTER 14 Bank funds transfer pricing

PART IV BANK STRATEGY AND GOVERNANCE
CHAPTER 15 Bank strategy I: inputs and setting
CHAPTER 16 Bank strategy II: capital and funding management
CHAPTER 17 Principles of corporate governance

PART V PRINCIPLES OF RISK MANAGEMENT AND REGULATION
CHAPTER 18 The risk management framework
CHAPTER 19 Credit risk assessment and reporting principles
CHAPTER 20 Stress testing, ICAAP, ILAAP and reverse stress testing
CHAPTER 21Recovery planning and resolution planning
CHAPTER 22 Sustainable banking and climate change risk management
CHAPTER 23 Case studies: analysis, problem solving and decision making
CHAPTER 24 Everything changes, and nothing changes: excerpts from a timeless work

PART VI GUIDE TO THE COMPANION WEBSITE
CHAPTER 25 Applications software, policy templates and spreadsheet models

Afterword
List of Terms and their Abbreviations
Index

Nbre volumes : 0

Langue : Anglais

Collection : WILEY FINANCE SERIES

Edition : 2ème

Lieu d'édition : TORONTO

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Propriétaire : Bibliothèque