Bank valuation & value-based management :
Dermine, Jean.
Bank valuation & value-based management : deposit and loan pricing, performance evaluation, and risk management / - New York : McGraw-Hill, c2009. - vi, 442 p. :
Series statement from jacket.
Includes bibliographical references and index.
This book provides rigorous foundations to discuss asset and liability management at a global level, with an integrated focus on an institution's banking book. It covers bank valuation, fund transfer pricing, deposit and loan pricing, risk management, and performance measurement, and addresses two high-profile issues for banks worldwide; portfolio credit risk and liquidity risk.
9780071624992 0071624996
Asset-liability management.
Banks and banking
Bank valuation
Value based management
HG1615.25 / .D472 2009
332.1068'1 / DER
Bank valuation & value-based management : deposit and loan pricing, performance evaluation, and risk management / - New York : McGraw-Hill, c2009. - vi, 442 p. :
Series statement from jacket.
Includes bibliographical references and index.
This book provides rigorous foundations to discuss asset and liability management at a global level, with an integrated focus on an institution's banking book. It covers bank valuation, fund transfer pricing, deposit and loan pricing, risk management, and performance measurement, and addresses two high-profile issues for banks worldwide; portfolio credit risk and liquidity risk.
9780071624992 0071624996
Asset-liability management.
Banks and banking
Bank valuation
Value based management
HG1615.25 / .D472 2009
332.1068'1 / DER