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by Moorad Choudhry
An Introduction to Banking: Liquidity Risk and Asset–liability Management
Cover
Half Title page
Title page
Copyright page
Dedication
Foreword
Preface
About the Author
Chapter 1: Bank Business and Capital
Banking Business
Capital Markets
Scope of Banking Activities
Financial Statements and Ratios
References
Chapter 2: The Money Markets
Introduction
Securities Quoted on A Yield Basis
Securities Quoted on A Discount Basis
Commercial Paper
Repo
Currencies using Money Market Year Base of 365 Days
Chapter 3: The Yield Curve
Forward Rate Calculation for Money Market Term
Bibliography
Chapter 4: Introduction to Trading and Hedging
Trading Approach
Specials Trading
Matched Book Trading
Interest-Rate-Hedging Tools
Credit Risk Hedging
Bibliography
Chapter 5: Asset and Liability Management I
Chapter 6: Asset and Liability Management II
Introduction
The Banking Book
The ALM Desk
Developments in ALM
Liquidity and Interest Rate Risk
Critique of The Traditional Approach
Securitization
NPV and Value-at-Risk
Bibliography
Chapter 7: Asset and Liability Management III: The Alco
Chapter 8: Bank Liquidity Risk Management
Chapter 9: A Sustainable Bank Business Model: Capital, Liquidity and Leverage
References
Chapter 10: Bank Regulatory Capital
Bibliography
Appendix A: Summary Of bank Product Line
Reference
Appendix B: Financial Markets Arithmetic
Multiple Cashflows
Appendix C: Abbreviations and Acronyms
Index
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