Bank Asset and Liability Management: Strategy, Trading, Analysis (+ CD-ROM) Год выпуска: 2007Автор: Moorad ChoudhryИздательство: John Wiley and Sons, LtdСтраниц: 1440ISBN: 978-0-470-82135-0Описание Banks are a vital part of the global economy, and the essence of banking is asset-liability management (ALM). This book is a comprehensive treatment of an important financial market discipline. A reference text for all those involved in banking and the debt capital markets, it describes the techniques, products and art of ALM. Subjects covered include bank capital, money market trading, risk management, regulatory capital and yield curve analysis.
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