{"product_id":"bank-asset-and-liability-management-moorad-choudhry-9780470821350","title":"Bank Asset and Liability Management: Strategy, Trading, Analysis [With CDROM]","description":"Banks are a vital part of the global economy, and the essence of banking is asset-liability management (ALM). This book is a comprehensive treatment of an important financial market discipline. A reference text for all those involved in banking and the debt capital markets, it describes the techniques, products and art of ALM. Subjects covered include bank capital, money market trading, risk management, regulatory capital and yield curve analysis. \u003cp\u003eHighlights of the book include detailed coverage of: \u003c\/p\u003e \u003cul\u003e \u003cli\u003eLiquidity, gap and funding risk management\u003c\/li\u003e \u003cli\u003eHedging using interest-rate derivatives and credit derivatives\u003c\/li\u003e \u003cli\u003eImpact of Basel II\u003c\/li\u003e \u003cli\u003eSecuritisation and balance sheet management\u003c\/li\u003e \u003cli\u003eStructured finance products including asset-backed commercial paper, mortgage-backed securities, collateralised debt obligations and structured investment vehicles, and their role in ALM\u003c\/li\u003e \u003cli\u003eTreasury operations and group transfer pricing.\u003c\/li\u003e \u003c\/ul\u003e \u003cp\u003eConcepts and techniques are illustrated with case studies and worked examples. Written in accessible style, this book is essential reading for market practitioners, bank regulators, and graduate students in banking and finance.\u003c\/p\u003e \u003cp\u003eCompanion website features online access to software on applications described in the book, including a yield curve model, cubic spline spreadsheet calculator and CDO waterfall model.\u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Moorad Choudhry\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 0470821353\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9780470821350\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Wiley\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 04\/13\/2007\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 1440\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 4.14lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 8.89h x 6.38w x 2.93d","brand":"Moorad Choudhry","offers":[{"title":"Hardcover","offer_id":47087462121727,"sku":"9780470821350","price":142.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_96dc2ef5-ae4e-4edd-9584-a91cf53e24f8.jpg?v=1753849957","url":"https:\/\/www.whiterainbookhouse.com\/products\/bank-asset-and-liability-management-moorad-choudhry-9780470821350","provider":"WR Book House","version":"1.0","type":"link"}