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by Moorad Choudhry
The Moorad Choudhry Anthology, + Website
Cover
Title Page
Foreword Paul Fisher
NOTES
Foreword Professor Alexander Lipton
Foreword Rundheersing Bheenick
Preface
ORGANISATION OF THE BOOK
ACCOMPANYING WEBSITE
ADDITIONAL CONTRIBUTORS
Acknowledgments
THE “UB40” VERY SPECIAL THANKS
THANKS FOR GREAT LEADERSHIP
A GENUINE TEAM: NEWDIGATE FOOTBALL CLUB
NEAL ARDLEY FAN CLUB
SPECIAL BANKS THANK YOU
GOODBYE
FINALLY, A SPECIAL SOMETHING …
NOTE
About the Author
List of Extract Book Titles
PART I: Principles of Banking, Finance and Financial Products
CHAPTER 1: A Primer on Banking, Finance and Financial Instruments
AN INTRODUCTION TO BANKING
AN INTRODUCTION TO DEBT FINANCIAL MARKETS
AN INTRODUCTION TO FINANCIAL MARKET PRODUCTS
BANK STRUCTURES AND BUSINESS MODELS
APPENDIX 1.A: Financial Markets Arithmetic
APPENDIX 1.B: Leadership Lessons From The World of Sport
APPENDIX 1.C: The Global Master Repurchase Agreement
SELECTED BIBLIOGRAPHY AND REFERENCES
NOTES
CHAPTER 2: Derivative Instruments and Hedging
ASSET SWAPS AND RELATIVE VALUE
POST‐2008 CRASH SWAP DISCOUNTING AND VALUATION PRINCIPLES
APPENDIX 2.A: The Par Asset Swap Spread
SELECTED BIBLIOGRAPHY AND REFERENCES
NOTES
CHAPTER 3: The Yield Curve
CONSTRUCTING THE BANK'S INTERNAL YIELD CURVE
MARKET APPROACH FOR FTP CURVE CONSTRUCTION
APPLICATION OF ORDINARY LEAST SQUARES METHOD AND NELSON‐SIEGEL FAMILY APPROACHES
SONIA YIELD CURVE
CONCLUSION
APPENDIX 3.A: ALCO Submission Paper
SELECTED BIBLIOGRAPHY AND REFERENCES
NOTES
CHAPTER 4: Eurobonds, Securitisation and Structured Finance
SELECTED BIBLIOGRAPHY AND REFERENCES
NOTES
PART II: Bank Regulatory Capital and Risk Management
CHAPTER 5: Banks and Risk Management
THE RISK MANAGEMENT UNIVERSE FOR BANKS
POLICY TEMPLATES
SELECTED BIBLIOGRAPHY AND REFERENCES
NOTES
CHAPTER 6: Banks and Credit Risk
UNDERSTANDING AND MANAGING CREDIT RISK: PART 1
DE(RE)CONSTRUCTING THE B2 CREDIT RISK AIRB FORMULA
UNDERSTANDING AND MANAGING CREDIT RISK: PART 2
SELECTED BIBLIOGRAPHY AND REFERENCES
NOTES
CHAPTER 7: Understanding and Managing Operational Risk
OPERATIONAL RISK OVERVIEW
CONDUCT RISK
OPERATIONAL RISK MEASUREMENT
OPERATIONAL RISK MEASUREMENT CONCEPTS
BASIC INDICATOR APPROACH
STANDARDISED APPROACH
ADVANCED MEASUREMENT APPROACH
KEY RISK INDICATORS
OPERATIONAL RISK MANAGEMENT FRAMEWORK
OPERATIONAL RISK CAPITAL ALLOCATION
SELECTED BIBLIOGRAPHY AND REFERENCES
NOTES
CHAPTER 8: Regulatory Capital and the Capital Adequacy Assessment Process
REGULATORY CAPITAL FRAMEWORK
CAPITAL AND BALANCE SHEET MANAGEMENT AND THE ICAAP PROCESS
CAPITAL ADEQUACY AND STRESS TESTING
PRACTICAL ISSUES AND BEST‐PRACTICE ICAAP PREPARATION
CONCLUSIONS
SELECTED BIBLIOGRAPHY AND REFERENCES
NOTES
CHAPTER 9: Financial Statements, Ratio Analysis, and Credit Analysis
FINANCIAL RATIO ANALYSIS
SELECTED BIBLIOGRAPHY AND REFERENCES
NOTES
PART III: Bank Treasury and Strategic Asset–Liability Management
CHAPTER 10: The Bank Treasury Operating Model and ALCO Governance Process Best‐Practice
THE TREASURY AND ALCO OPERATING MODELS: SINGLE LEGAL ENTITY STRUCTURE
THE TREASURY AND ALCO OPERATING MODELS: GROUP STRUCTURE
TREASURY POLICY STATEMENT: EXAMPLE TEMPLATE
CONCLUSION
APPENDIX 10.A: Bank Asset and Liability Management Committee (ALCO) Template Terms of Reference
APPENDIX 10.B: Liquidity Risk Early Warning Indicators (EWI) Template
SELECTED BIBLIOGRAPHY AND REFERENCES
NOTES
CHAPTER 11: Bank Asset–Liability Management (ALM) and “Strategic ALM”
THE BALANCE SHEET RISK TRIUMVIRATE: THE INTERACTION OF THE ALM FUNCTION WITH MARKETS, FINANCE, AND RISK
STRATEGIC ALM
IMPLEMENTING STRATEGIC ALM
INVESTOR RELATIONS (IR) AND THE CREDIT RATING PROCESS
CONCLUSIONS
SELECTED BIBLIOGRAPHY AND REFERENCES
NOTES
CHAPTER 12: Liquidity and Funding: Policy, Management, and Risk Management
PART 1: LIQUIDITY RISK AND LIQUIDITY RISK MANAGEMENT
PART 2: ILAAP AND STRESS TESTING
BANK INTERNAL FUNDS TRANSFER PRICING (FTP OR IFP)
OPTIMUM LIABILITIES STRATEGY AND MANAGING THE LIQUID ASSETS BUFFER
COLLATERAL FUNDING MANAGEMENT, FVA, AND CENTRAL CLEARING FOR OTC DERIVATIVES
NEGATIVE INTEREST RATES AND THE IMPACT ON ALM POLICY
PART 3: SUMMARY AND ANALYSIS OF PRA CP21/16 AND CP13/17: “PILLAR 2: LIQUIDITY”
PART 4: SAMPLE POLICY STATEMENTS
SELECTED BIBLIOGRAPHY AND REFERENCES
NOTES
CHAPTER 13: Market Risk and Non‐Traded Market Risk (Interest‐Rate Risk in the Banking Book)
UNDERSTANDING AND MANAGING MARKET AND INTEREST‐RATE RISKS
MANAGING INTEREST‐RATE RISK IN THE BANKING BOOK (IRRBB)
BCBS386: THE BASEL COMMITTEE AND HIGH LEVEL PRINCIPLES FOR INTEREST‐RATE RISK IN THE BANKING BOOK
ILLUSTRATION: STRATEGIC ALM POLICY AND APPROACH TO IRRBB
INTEREST‐RATE RISK POLICY AND ALCO
SELECTED BIBLIOGRAPHY AND REFERENCES
NOTES
CHAPTER 14: The Future of Bank Treasury and Balance Sheet Risk Management
THE NEW TREASURY
THE TREASURY “SECOND LINE OF DEFENCE”
TREASURY AND THE RISK TRIUMVIRATE: THE NEED FOR AN AGGREGATE APPROACH ENABLING INTEGRATED MANAGEMENT OF THE BALANCE SHEET
APPENDIX 14.A: Sample Group ALCO Template
SELECTED BIBLIOGRAPHY AND REFERENCES
NOTES
CHAPTER 15: Regulatory Reporting and Principles of Policy Documentation
REGULATORY REPORTING FOR CAPITAL AND LIQUIDITY
PRINCIPLES OF POLICY DOCUMENTATION
TEMPLATE POLICY DOCUMENTATION
SELECTED BIBLIOGRAPHY AND REFERENCES
NOTES
PART IV: The Future of Banking: Strategy, Governance and Culture
CHAPTER 16: Strategy Setting: Principles for Sustained Bank Viability
BANK STRATEGY INPUTS AND SETTING
FROM VISION TO A STRATEGIC PLAN
EXAMPLE: “SWOT” ANALYSIS FOR MEDIUM‐SIZED UK COMMERCIAL BANK
CONCLUSIONS
SELECTED BIBLIOGRAPHY AND REFERENCES
NOTES
CHAPTER 17: Present and Future Principles of Governance and Culture
CORPORATE GOVERNANCE WITHIN BANKING
THE ROLE OF LEADERSHIP AND TEAMBUILDING EXCELLENCE IN GOOD BANKING
CONCLUSIONS
SELECTED BIBLIOGRAPHY AND REFERENCES
NOTE
CHAPTER 18: Present and Future Principles of Banking: Business Model and Customer Service
WEBSITE READING
CUSTOMER SERVICE MODEL: THE MODEL BANK
CHOUDWEST BANK: THE MODEL BANK AND “CONCIERGE BANKING”
APPENDIX 18.A: Basic Principles of Bank Marketing
NOTES
PART V: Case Studies: Analysis, Coherent Advice and Problem Solving
CHAPTER 19: Case Studies: Analysis, Coherent Advice and Problem Solving
COHERENT ADVICE AND PROBLEM SOLVING: CASE STUDIES
CASE STUDY: REVIEW OF BANK FUNDING STRUCTURES 1999–2009
CASE STUDY: HIGH‐LEVEL STRATEGIC BANK REVIEW
CONCLUSION
APPENDIX 19.A: Sample Review Questions
SELECTED BIBLIOGRAPHY AND REFERENCES
CHAPTER 20: Guide to the Website
CHAPTER FILES
NOTES
Afterword
Index
End User License Agreement
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