| Description |
1 online resource (866 p.) |
| Series |
Wiley Finance Ser |
|
Wiley Finance Ser
|
| Contents |
Cover -- Title Page -- Copyright Pages -- Contents -- Foreword -- Neal Ardley -- Sharon Bowles -- Henrique Fragelli -- Oldrich Masek III -- Jason Oakley -- Helen Sachdev -- Preface -- Acknowledgements -- Preface to the First Edition -- About the Author -- PART I Banking, Bank Customer Business and Regulation -- Chapter 1 Banking, Bank Business and Financial Statements1 -- An Introduction to Banking -- Bank Business Model -- Banking Business And Capital -- Bank Products and Net Interest Margin Management -- Financial Statements and Ratios -- The Money Markets -- Loan Valuation |
|
Risk Exposures in Banking -- Chapter Summary -- Appendix 1.1 Summary Overview of Bank Product Line -- Appendix 1.2 Overnight Reference Rates (RFR)16 -- References and Further Reading -- Chapter 2 Ethics, Conduct and Customer Service -- A Bank's Customers -- Anti-Money Laundering and Know Your Customer -- Ethics and Customer Service -- Ethics and Conduct -- Ethics, Conduct and Reputation Risk -- Chapter Summary -- References and Further Reading -- Chapter 3 Bank Regulatory Capital and the "Basel Rules"1 -- Bank Regulatory Capital Requirements -- Macroprudential Regulation -- Basel I -- Basel II |
|
Basel III -- The 2017 Basel III Reforms ("Basel IV") -- From 2017 to the Future -- Cryptoassets -- Climate Change Related Financial Risks -- Chapter Summary -- Appendix 3 -- References -- PART II Bank Asset and Liability Management -- Chapter 4 The Yield Curve -- The Yield Curve -- Importance of The Yield Curve -- The Money Market and Capital Market Yield Curve -- Types of Yield Curve -- Analysing and Interpreting the Yield Curve -- Further Views on the Yield Curve -- Formal Policy for Setting the Bank's Internal Funding Curve -- Constructing The Bank Internal Funding Curve |
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Yield Curve Building from Market Rates -- Chapter Summary -- References and Further Reading -- Chapter 5 Asset-Liability Management I -- Origins of Bank ALM -- Basic Concept Of ALM -- Liquidity Risk -- Managing Liquidity: Baseline Principles -- Interest-Rate Risk and Source -- The ALM Desk -- Template ALM Policy for a Commercial Bank -- Middle-Office Treasury Procedure and ALM Practice11 -- Strategic ALM -- The Concept of ALM Optimisation13 -- ALM and Negative Interest Rates -- Chapter Summary -- Appendix 5.1 -- References and Further Reading |
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Chapter 6 Balance Sheet Management: Money Markets, FX, Trading and Hedging, and Securitisation -- Money Market Instruments and Foreign Exchange -- Money Markets Rates -- Foreign Exchange Markets1 -- FX Balance Sheet Hedging -- Trading Approach -- Interest-Rate Hedging Tools -- Interest-Rate Swap Hedging Applications -- Hedging Interest-Rate Risk Using Interest-Rate Swaps -- Overnight Index Interest-Rate Swaps -- Interest-Rate Risk Exposure and Option Hedging -- Hedging using Bond Futures Contracts -- Balance Sheet Management and Securitisation10 -- Treasury Desk Investment Guidelines Template |
| Notes |
Description based upon print version of record |
|
Chapter Summary |
| Form |
Electronic book
|
| Author |
Ardley, Neal
|
|
Bowles, Sharon
|
|
Fragelli, Henrique
|
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Masek, Oldrich
|
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Oakley, Jason
|
|
Sachdev, Helen
|
| ISBN |
9781119755708 |
|
1119755700 |
|
