Choudhry, Moorad,
The principles of banking / Moorad Choudhry with contributions from Polina Bardaeva, Natasha Bourne, Michael Eichhorn, Beata Lubinska, Engelbert Plassmann, Periklis Thivaios and Chris Westcott. - Section edition. - Hoboken, New Jersey : John Wiley & Sons Inc., c2023. - li, 811 pages : illustrations (black and white) ; - Wiley Finance series .
Includes index.
Part I Banking, bank customer business and regulations -- Chapter I Banking, bank business and financial statements -- Chapter 2 Ethics, conduct and customer service -- Chapter 3 Bank regulatory capital and the "basel rules" -- Part II Bank asset and liability management -- Chapter 4 The yield curve -- Chapter 5 Asset-liability management I -- Chapter 6 Balance sheet management: money markets, FX, trading and hedging, and securitisation -- Chapter 7 Managing interest-rate risk in the banking book (IRRBB) -- Chapter 8 Bank treasury operating model -- Chapter 9 ALCO governance framework and terms of reference -- Chapter 10 ALM sundries: asset encumbrance, hedge accounting, IFRS 9 and EIR -- Part III Bank liquidity risk management -- Chapter 11 Principles of bank liquidity management -- Chapter 12 Liquidity risk metrics -- Chapter 13 Liquidity risk reporting -- Chapter 14 Bank funds transfer pricing -- Part IV Bank strategy and governance -- Chapter 15 Bank strategy I: inputs and setting -- Chapter 16 Bank strategy II: capital and funding management -- Chapter 17 Principles of corporate governance -- Part V Principles of risk management and regulation -- Chapter 18 The risk management framework -- Chapter 19 Credit risk assessement and reporting principles -- Chapter 20 Stress testing, ICAAP, ILAAP and reverse stress testing -- Chapter 21 Recovery planning and resolution planning -- Chapter 22 Sustainable banking and climate change risk management -- Chapter 23 Case studies: analysis, problem solving and decision making -- Chapter 24 Everything changes, and nothing changes: excerpts from a timeless work -- Part VI Guide to the companion website -- Chapter 25 Applications software, policy templates and spreadsheet models -- Afterword.
"A timely and robust discussion of responsible bank stewardship and practice.
The Second Edition of The Principles of Banking offers banking professionals, regulators, and students from a variety of backgrounds an authoritative and practical discussion of the foundations of modern banking and good banking practice. In the book, you'll find a comprehensive roadmap to a more sustainable business model for your banking organization.
The author draws on his many years' experience as a commercial and investment banker as he explains the original principles of banking―including sound lending policy, capital management, and liquidity risk management―as well as new material covering the impact of COVID-19 on banks, risk management, and balance sheet management.
The Principles of Banking also provides recommendations for bank asset-liability management best practices that enable banks to deliver optimized balance sheets for the benefit of all stakeholders. It also includes new chapters in market risk management, foreign exchange risk management, interest rate risk, and credit risk policy and management.
An essential update to a widely read and taught banking text, The Principles of Banking, Second Edition is an indispensable resource for banking professionals and students everywhere." --Provided by the publisher
Adult
Text in English
9781119755647 [paperback]
Banks and banking.
Finance.
The principles of banking / Moorad Choudhry with contributions from Polina Bardaeva, Natasha Bourne, Michael Eichhorn, Beata Lubinska, Engelbert Plassmann, Periklis Thivaios and Chris Westcott. - Section edition. - Hoboken, New Jersey : John Wiley & Sons Inc., c2023. - li, 811 pages : illustrations (black and white) ; - Wiley Finance series .
Includes index.
Part I Banking, bank customer business and regulations -- Chapter I Banking, bank business and financial statements -- Chapter 2 Ethics, conduct and customer service -- Chapter 3 Bank regulatory capital and the "basel rules" -- Part II Bank asset and liability management -- Chapter 4 The yield curve -- Chapter 5 Asset-liability management I -- Chapter 6 Balance sheet management: money markets, FX, trading and hedging, and securitisation -- Chapter 7 Managing interest-rate risk in the banking book (IRRBB) -- Chapter 8 Bank treasury operating model -- Chapter 9 ALCO governance framework and terms of reference -- Chapter 10 ALM sundries: asset encumbrance, hedge accounting, IFRS 9 and EIR -- Part III Bank liquidity risk management -- Chapter 11 Principles of bank liquidity management -- Chapter 12 Liquidity risk metrics -- Chapter 13 Liquidity risk reporting -- Chapter 14 Bank funds transfer pricing -- Part IV Bank strategy and governance -- Chapter 15 Bank strategy I: inputs and setting -- Chapter 16 Bank strategy II: capital and funding management -- Chapter 17 Principles of corporate governance -- Part V Principles of risk management and regulation -- Chapter 18 The risk management framework -- Chapter 19 Credit risk assessement and reporting principles -- Chapter 20 Stress testing, ICAAP, ILAAP and reverse stress testing -- Chapter 21 Recovery planning and resolution planning -- Chapter 22 Sustainable banking and climate change risk management -- Chapter 23 Case studies: analysis, problem solving and decision making -- Chapter 24 Everything changes, and nothing changes: excerpts from a timeless work -- Part VI Guide to the companion website -- Chapter 25 Applications software, policy templates and spreadsheet models -- Afterword.
"A timely and robust discussion of responsible bank stewardship and practice.
The Second Edition of The Principles of Banking offers banking professionals, regulators, and students from a variety of backgrounds an authoritative and practical discussion of the foundations of modern banking and good banking practice. In the book, you'll find a comprehensive roadmap to a more sustainable business model for your banking organization.
The author draws on his many years' experience as a commercial and investment banker as he explains the original principles of banking―including sound lending policy, capital management, and liquidity risk management―as well as new material covering the impact of COVID-19 on banks, risk management, and balance sheet management.
The Principles of Banking also provides recommendations for bank asset-liability management best practices that enable banks to deliver optimized balance sheets for the benefit of all stakeholders. It also includes new chapters in market risk management, foreign exchange risk management, interest rate risk, and credit risk policy and management.
An essential update to a widely read and taught banking text, The Principles of Banking, Second Edition is an indispensable resource for banking professionals and students everywhere." --Provided by the publisher
Adult
Text in English
9781119755647 [paperback]
Banks and banking.
Finance.