Bank valuation & value-based management : deposit and loan pricing, performance evaluation, and risk management /
Material type:
TextPublication details: New York : McGraw-Hill, c2009.Description: vi, 442 pISBN: - 9780071624992
- 0071624996
- 332.1068'1 DER
- HG1615.25 .D472 2009
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| 332.1068'1 BAN Bank performance, risk and firm financing / | 332.1068'1 BES Risk management in banking / | 332.1068'1 BES Risk management in banking / | 332.1068'1 DER Bank valuation & value-based management : | 332.1'068'1 GLA Managing bank risk : | 332.1'068'1 GRE Analyzing and managing banking risk : | 332.1068'1 HAN The handbook of ALM in banking : |
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.
osa 24/05/13
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