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Bank Asset & Liability Management By: Moorad Choudhry Normal price: 50 Our price: 42.5 + postage Bargain: save £7.5 ! Product code: 20129 ISBN: 0470821353 400 pages Format: Hb Published by: John Wiley & Sons, 2007, 1st edition There are no reviews available for this book

Description of Bank Asset & Liability Management

Bank Asset and Liability Management is a reference book for those involved, or becoming involved in, or becoming involved in, commercial banking and/or money markets. It describes products and the art of ALM, which includes money markets trading, risk management (including interest-rate risk and credit risk), regulatory capital management, and securitization.

Bank Asset & Liability Management - Chapter headings

Introduction to Financial Markets Time Value of Money The Money Markets Asset-Liability Management Credit Risk Management Derivatives in Interest-rate Management Value-at-Risk for Banks Banking Regulatory Capital Securitisation

Authobiography of Moorad Choudhry

Moorad Choudhry 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. Moorad 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 The Handbook of European Fixed Income Securities.