Financial Risk Management in Banking: The Theory and Application of Asset and Liability Management

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ISBN-13:
9780071747189
Veröffentl:
1992
Erscheinungsdatum:
01.11.1992
Seiten:
380
Autor:
Dennis Uyemura
Gewicht:
521 g
Format:
230x154x24 mm
Sprache:
Englisch
Beschreibung:

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.

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