The principles of banking
The ultimate guide for bank management: how to survive and thrive throughout the business cycle An essential guide for bankers and students of finance everywhere, The Principles of Banking reiterates that the primary requirement of banking-sound capital and liquidity risk management-had been forgott...
| Otros Autores: | |
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Solaris South Tower, Singapore :
John Wiley & Sons Singapore Pte. Ltd
2012.
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| Edición: | 1st edition |
| Colección: | Wiley finance series.
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009628231606719 |
Tabla de Contenidos:
- THE PRINCIPLES OF BANKING; Contents; Forewords; Preface; Acknowledgements; About the Author; PART I: A PRIMER ON BANKING; CHAPTER 1: A primer on bank business and balance sheet risk; AN INTRODUCTION TO BANKING; Interest Income; Fees and Commissions; Trading Income; Costs; THE CAPITAL MARKETS; BANKING BUSINESS AND CAPITAL; Capital; Banking and Trading Books; FINANCIAL STATEMENTS AND RATIOS; The Balance Sheet; Profit & Loss Report; THE MONEY MARKETS; Financial Transactions; Characteristics of the Money Market; Money Market Conventions; BANK CASH FLOWS AND OTHER BASIC CONCEPTS
- Bank Cash Flows: The Conventional Bank Business ModelMeasuring Return; Loan Valuation; Capital Requirement; RISK EXPOSURES IN BANKING; The Main Bank Risks; The Risk Management Function; DRIVERS OF CREDIT RISK; Parameters of Credit Risk Models; Credit Rating; Correlation; MACRO-LEVEL RISK MANAGEMENT AND STRATEGY; Setting the Formal Risk-Reward Profile; Target Return Rates; Dynamic Risk Management; Bank Risk Management Structure and Organisation; APPENDIX 1.1: SUMMARY OVERVIEW OF BANK PRODUCT LINE; DEFINITION OF BANKING; PRODUCT LINE; Interest-bearing and Non-interest-bearing Current Accounts
- Certificates of DepositCommercial Paper; Asset-backed Commercial Paper; Foreign Exchange; Government Bonds; Floating Rate Notes; Repos; Letter of Credit; Structured Deposits; Liquidity Facilities; REFERENCES; CHAPTER 2: Bank regulatory capital; BANK REGULATORY CAPITAL; REGULATORY CAPITAL REQUIREMENTS; THE BASEL I RULES; THE BASEL II RULES; Elements of the Basel II Rules; IMPLEMENTATION APPROACHES; IMPACT ON SPECIFIC SECTORS; Sovereign Assets; Bank Assets; Structured Finance Assets; Liquidity Facilities; Corporate and Retail Lending; Credit Derivatives; Basel II and Securitisation
- OPERATIONAL RISKThe Nature of Operational Risk; Calculation Methodology; Insurance Policy Mitigation; BASEL III; Initial Impact; Overview; Summary of Basel III Requirements; Definition of Capital; THE CAPITAL CALCULATION AND RETURN ON CAPITAL TARGETS; Credit Risk and Capital Calculation; Defining Capital in Portfolio Loss Distribution Terms; The Return on Capital Target; BIBLIOGRAPHY; CHAPTER 3: Banking and credit risk; CREDIT RISK PRINCIPLES; CREDIT RISK; Credit Default Risk; Credit Spread Risk; CREDIT RATINGS; Purpose of Credit Ratings; RATINGS CHANGES OVER TIME; Ratings Transition Matrix
- Structured Finance Rating TransitionsUNDERSTANDING CREDIT RISK; Definition of Credit Risk; The Asset Exposure; Recovery Value; Collateral and Third-Party Guarantees; EXTERNAL RATING AGENCY CREDIT RATINGS; Credit Analysis; Financial Analysis; Industry-specific Analysis; BANK INTERNAL CREDIT RATINGS; CREDIT VALUE-at-RISK; Time Horizon; Data Inputs; VARIANCE-COVARIANCE CREDIT VaR; Methodology; Time Horizon; Calculating the Credit VaR; CREDIT LIMIT SETTING AND RATIONALE; Credit Limit Principles; Credit Limit Setting; LOAN ORIGINATION PROCESS STANDARDS; Credit Process; Capital Allocation Process
- Collateral Enablement
