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Financial risk management in banking : the theory & application of asset & liability management
In Financial Risk Management in Banking, authors Dennis G. Uyemura and Donald R. van Deventer collaborate to provide a complete and in-depth overview of asset and liability management (ALM). This text focuses on clear-cut and fundamental principles and applications to financial risk management in any financial institution. It also concentrates on a solid, practical basis for currency and international funds risk issues by linking them with ALM, resulting in a unified approach to risk management and ALM management. Financial Risk Management in Banking offers a positive direction to a better understanding of the total ALM process which includes its goals, the different types of risks, the financial organizational structure and the elements of a successful asset and liability manager. The integration and implementation of these combined factors bode well for long-term profitability and shareholder value performance. This thought-provoking guide highlights the subtleties that set ALM apart from basic financial concepts, including the nature of risk, return and performance measurement; capital regulation; using market signals in loan pricing and capital allocations; interest rate risk overview, mismatching and hedging, and analyses; profitability measurement; transfer pricing; and putting it all together.
Presents an in-depth review of the tremendous risk and volatility in bank financial management. This book provides a comprehensive overview of aggressive asset and liability management (ALM) and demonstrates how ALM can strengthen the capital position of a financial institution.
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| Tan 658. 155 Uye f | PSB lt.dasar - Pascasarjana | 2 |
| Penerbit | Sakm Irwin, McGraw Hill., 1993 |
|---|---|
| Edisi | - |
| Subjek | Risk management financial |
| ISBN/ISSN | 9781557383532 |
| Klasifikasi | NONE |
| Deskripsi Fisik | xviii, 361 p. ill. 23 cm |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |