Bank asset and liability management 1st Edition by Hong Kong Institute Of Bankers ISBN 047082753X 978-0470827536

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Product details:

ISBN 10: 047082753X
ISBN 13: 978-0470827536
Author: Hong Kong Institute Of Bankers

An in-depth look at how banks and financial institutions manage assets and liabilities

Created for banking and finance professionals with a desire to expand their management skillset, this book focuses on how banks manage assets and liabilities, set up governance structures to minimize risks, and approach such critical areas as regulatory disclosures, interest rates, and risk hedging. It was written by the experts at the world-renowned Hong Kong Institute of Bankers, an organization dedicated to providing the international banking community with education and training.

• Explains bank regulations and the relationship with monetary authorities, statements, and disclosures
• Considers the governance structure of banks and how it can be used to manage assets and liabilities
• Offers strategies for managing assets and liabilities in such areas as loan and investment portfolios, deposits, and funds
• Explores capital and liquidity, including current standards under Basel II and Basel III, funding needs, and stress testing
• Presents guidance on managing interest rate risk, hedging, and securitization

Bank asset and liability management 1st Table of contents:

PART 1: ASSET AND LIABILITY MANAGEMENT

CHAPTER 1: Managing Bank Profitability

Introduction

Structure and Regulation

Financial Statements

Evaluating Banks’ Profits

Measuring Bank Profitability

Summary

Key Terms

Review Questions

Further Reading

Notes

CHAPTER 2: Asset and Liability Management Committee (ALCO)

Introduction

ALCO Role and Functions

ALCO Plan

Summary

Key Terms

Review Questions

Further Reading

Notes

CHAPTER 3: Managing Bank Assets and Liabilities

Introduction

Managing Bank Assets

Managing Bank Liabilities

Summary

Key Terms

Review Questions

Further Reading

Notes

PART 2: MANAGING LIQUIDITY RISK AND INTEREST RATE RISK

CHAPTER 4: Liquidity Management

Introduction

Definition and Measures of Liquidity

Determining Funding Needs

Stress Tests

Summary

Key Terms

Review Questions

Further Reading

Notes

CHAPTER 5: Managing Interest Rate Risk

Introduction

Types of Interest Rate Risk

Interest Rate Gap Analysis

Duration Analysis

Basis Point Value

Immunisation and Hedging Interest Rate Risk

Net Interest Income Sensitivity Analysis

Securitisation

Summary

Key Terms

Review Questions

Further Reading

Notes

CHAPTER 6: ALM in Changing Market Conditions

Introduction

Lessons from the Global Financial Crisis

From Stress Testing to Contingency Plan Execution

ALM Strategy and Interest Rate Cycle

Summary

Key Terms

Review Questions

Further Reading

Notes

CHAPTER 7: Case Studies

Introduction

Liquidity Risk: Royal Bank of Scotland Fails Stress Test (2016)

Liquidity Risk: Lehman Brothers (2008)

Continental Illinois National Bank’s Electronic Cash Out (1984)

Bank of New England’s Silent Run (1991)

Summary

Key Terms

Review Questions

Further Reading

Notes

APPENDIX A: Principles for Sound Liquidity Risk Management and Supervision

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