Home » Asset & Liability Management: A Guide To Value Creation And Risk Control by Jean Dermine
Asset & Liability Management: A Guide To Value Creation And Risk Control Jean Dermine

Asset & Liability Management: A Guide To Value Creation And Risk Control

Jean Dermine

Published
ISBN : 9780273656562
Paperback
176 pages
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 About the Book 

The only complete bankers guide to asset liability management.-- Emphasizes both value creation and risk control.-- ROE decomposition, profit center management, profit allocation, transfer pricing, capital adequacy regulations, loan pricing,MoreThe only complete bankers guide to asset liability management.-- Emphasizes both value creation and risk control.-- ROE decomposition, profit center management, profit allocation, transfer pricing, capital adequacy regulations, loan pricing, securitization, and much more.-- Includes CD-ROM plus exercise book covering all 21 stages of the ALM process.The only book of its kind, Asset Liability Management brings together the techniques every banking professional needs to maximize value creation and minimize risk in connection with their ALM capabilities. Written by two world-renowned experts in the field, it covers the entire discipline, offering concise, accessible, practical guidance. The authors begin with a review of the goals of asset liability management, and the techniques available to banking professionals. Coverage includes: ROE decomposition, profit center management, profit allocation and transfer pricing for deposits and loans, capital adequacy regulations, equity spreads and credit risks in loan pricing, securitization, and more. The book contains in-depth coverage of controlling interest rate and liquidity risks, as well as a full chapter on forward and financial futures. Also provided: a CD-ROM, a glossary, and an extensive set of exercises and solutions.