The Moorad Choudhry anthology : past, present and future principles of banking and finance

The Moorad Choudhry anthology past, present and future principles of banking and finance

Bibliographic Details
Other Authors: Choudhry, Moorad, author (author)
Format: eBook
Language:Inglés
Published: Singapore : John Wiley & Sons Ltd [2018]
Edition:1st ed
Series:Wiley finance series.
Subjects:
Banks and banking.
Finance.
See on Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009849129306719
Table of Contents:
  • Cover
  • Title Page
  • Copyright
  • Contents
  • Foreword Paul Fisher
  • Foreword Professor Alexander Lipton
  • Foreword Rundheersing Bheenick
  • Preface
  • Acknowledgments
  • 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
  • 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
  • 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
  • Chapter 4: Eurobonds, Securitisation and Structured Finance
  • Selected Bibliography and References
  • 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
  • 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
  • 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
  • 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
  • Chapter 9: Financial Statements, Ratio Analysis, and Credit Analysis
  • Financial Ratio Analysis
  • Selected Bibliography and References
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • Afterword
  • Index
  • EULA.

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