The principles of banking

The principles of banking

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"Hinging on basic principles, this banking handbook omits a lot of product detail and complex mathematics on the more technical aspects of finance and focuses on key issues in bank strategy, liquidity management, management reporting, the yield curve and asset liability management"--

Detalles Bibliográficos
Otros Autores: Choudhry, Moorad, author (author)
Formato: Libro electrónico
Idioma:Inglés
Publicado: Hoboken, NJ : John Wiley & Sons, Inc [2022]
Edición:2nd ed
Colección:Wiley Finance
Materias:
Banks and banking.
Finance.
Ver en Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009703318206719
Tabla de Contenidos:
  • Cover
  • Title Page
  • Copyright Pages
  • Contents
  • Foreword
  • Neal Ardley
  • Sharon Bowles
  • Henrique Fragelli
  • Oldrich Masek III
  • Jason Oakley
  • Helen Sachdev
  • Preface
  • Acknowledgements
  • Preface to the First Edition
  • About the Author
  • PART I Banking, Bank Customer Business and Regulation
  • Chapter 1 Banking, Bank Business and Financial Statements1
  • An Introduction to Banking
  • Bank Business Model
  • Banking Business And Capital
  • Bank Products and Net Interest Margin Management
  • Financial Statements and Ratios
  • The Money Markets
  • Loan Valuation
  • Risk Exposures in Banking
  • Chapter Summary
  • Appendix 1.1 Summary Overview of Bank Product Line
  • Appendix 1.2 Overnight Reference Rates (RFR)16
  • References and Further Reading
  • Chapter 2 Ethics, Conduct and Customer Service
  • A Bank's Customers
  • Anti-Money Laundering and Know Your Customer
  • Ethics and Customer Service
  • Ethics and Conduct
  • Ethics, Conduct and Reputation Risk
  • Chapter Summary
  • References and Further Reading
  • Chapter 3 Bank Regulatory Capital and the "Basel Rules"1
  • Bank Regulatory Capital Requirements
  • Macroprudential Regulation
  • Basel I
  • Basel II
  • Basel III
  • The 2017 Basel III Reforms ("Basel IV")
  • From 2017 to the Future
  • Cryptoassets
  • Climate Change Related Financial Risks
  • Chapter Summary
  • Appendix 3
  • References
  • PART II Bank Asset and Liability Management
  • Chapter 4 The Yield Curve
  • The Yield Curve
  • Importance of The Yield Curve
  • The Money Market and Capital Market Yield Curve
  • Types of Yield Curve
  • Analysing and Interpreting the Yield Curve
  • Further Views on the Yield Curve
  • Formal Policy for Setting the Bank's Internal Funding Curve
  • Constructing The Bank Internal Funding Curve
  • Yield Curve Building from Market Rates
  • Chapter Summary
  • References and Further Reading.
  • Chapter 5 Asset-Liability Management I
  • Origins of Bank ALM
  • Basic Concept Of ALM
  • Liquidity Risk
  • Managing Liquidity: Baseline Principles
  • Interest-Rate Risk and Source
  • The ALM Desk
  • Template ALM Policy for a Commercial Bank
  • Middle-Office Treasury Procedure and ALM Practice11
  • Strategic ALM
  • The Concept of ALM Optimisation13
  • ALM and Negative Interest Rates
  • Chapter Summary
  • Appendix 5.1
  • References and Further Reading
  • Chapter 6 Balance Sheet Management: Money Markets, FX, Trading and Hedging, and Securitisation
  • Money Market Instruments and Foreign Exchange
  • Money Markets Rates
  • Foreign Exchange Markets1
  • FX Balance Sheet Hedging
  • Trading Approach
  • Interest-Rate Hedging Tools
  • Interest-Rate Swap Hedging Applications
  • Hedging Interest-Rate Risk Using Interest-Rate Swaps
  • Overnight Index Interest-Rate Swaps
  • Interest-Rate Risk Exposure and Option Hedging
  • Hedging using Bond Futures Contracts
  • Balance Sheet Management and Securitisation10
  • Treasury Desk Investment Guidelines Template
  • Chapter Summary
  • References
  • Chapter 7 Managing Interest-Rate Risk in the Banking Book (IRRBB)1
  • Interest-Rate Risk in the Banking Book
  • The Interest-Rate Gap Report
  • NII Sensitivity
  • Economic Value of Equity (Eve) Sensitivity
  • The Management of Gap Risk
  • The Management of Basis and Optionality Risks
  • The Management of Prepayment Risk
  • The Management of Pipeline Risk
  • The Management of Cap and Floor Risk
  • The ALCO Report for IRRBB
  • Credit Spread Risk in The Banking Book (CSRBB)
  • BCBS386: The Basel Committee Principlesfor Interest- Raterisk in the Banking Book
  • A Final Word on IRRBB
  • Chapter Summary
  • Further Reading
  • Chapter 8 Bank Treasury Operating Model1
  • Locating the ALM Function
  • Treasury Operating Model
  • Group Treasury Operating Model
  • Chapter Summary.
  • References and Further Reading
  • Chapter 9 ALCO Governance Framework and Terms of Reference
  • Traditional Alco Model and Policy
  • The Modern-Day ALCO
  • ALCO Reporting
  • Chapter Summary
  • References and Further Reading
  • Chapter 10 ALM Sundries: Asset Encumbrance, Hedge Accounting, IFRS 9 and EIR1
  • Asset Encumbrance
  • Hedge Accounting4
  • High Level Principles of IFRS 9 and EIR
  • Chapter Summary
  • References and Further Reading
  • PART III Bank Liquidity Risk Management
  • Chapter 11 Principles of Bank Liquidity Management
  • Bank Liquidity
  • Sustainable Banking: Ten Principles of Bank Liquidity Risk Management
  • The Bank Liquidity Policy Statement
  • Policy on Intra-Group Lending
  • The Liquid Asset Buffer5
  • Liquidity Management And Collateral
  • The Contingency Funding Plan
  • Chapter Summary
  • References and Further Reading
  • Chapter 12 Liquidity Risk Metrics1
  • Two Key Liquidity Metrics
  • Basel Liquidity Metrics
  • Chapter Summary
  • Further Reading
  • Chapter 13 Liquidity Risk Reporting
  • Liquidity Risk Reporting
  • Regulator Reporting
  • Chapter Summary
  • Chapter 14 Bank Funds Transfer Pricing1
  • The Concept of Funds Transfer Pricing
  • The Development of Funds Transfer Pricing
  • Pricing Liquidity
  • Funds Transfer Pricing Policy Template
  • Chapter Summary
  • References
  • PART IV Bank Strategy and Governance
  • Chapter 15 Bank Strategy IInputs and Setting
  • The Strategic Planning Process
  • Strategy and the Bank Business Model
  • Evaluation of the Strategic Plan
  • Conclusion
  • Chapter Summary
  • References and Further Reading
  • Chapter 16 Bank Strategy IICapital and Funding Management
  • Textbook Treatment of Bank Capital
  • Capital Management Policy
  • Benchmarking with the Market
  • An Integrated Capital And Liquidity Management Strategy
  • Capital Management: Capital Instruments
  • Capital Management Strategy.
  • Chapter Summary
  • References and Further Reading
  • Chapter 17 Principles of Corporate Governance1
  • Effective Bank Corporate Governance: Conclusions from the 2008 Bank Crash
  • Market Observations
  • Conclusion
  • Policy Recommendations
  • Management Structure
  • Governance and Sustainable Banking
  • Chapter Summary
  • References
  • PART V Principles of Risk Management and Regulation
  • Chapter 18 The Risk Management Framework
  • Risk Exposures in Banking
  • Macro-Level Risk Management and Strategy
  • Risk Management Framework Template
  • Example of Board-Level Ras
  • A Final Word
  • Chapter Summary
  • Reference
  • Chapter 19 Credit Risk Assessment and Reporting Principles
  • Drivers of Credit Risk
  • Portfolio Risk Reporting
  • Risk Policy
  • Product Line Risk Reporting
  • Business Line Reporting
  • Chapter Summary
  • Reference
  • Chapter 20 Stress Testing, ICAAP, ILAAP and Reverse Stress Testing1
  • Stress Testing Policy
  • Sample Stress Test Results
  • Scenario Analysis: Economic Downturn Stress Test Report
  • Liquidity Stress Test Reports
  • Internal Capital Adequacy Assessment Process (ICAAP)
  • Internal Liquidity Adequacy Assessment (ILAAP)
  • Reverse Stress Testing: Definition, Approach and Relevance
  • Chapter Summary
  • Reference
  • Chapter 21 Recovery Planning and Resolution Planning
  • Recovery Planning and Resolution Planning1
  • Conclusion
  • Chapter Summary
  • Reference
  • Chapter 22 Sustainable Banking and Climate Change Risk Management
  • Sustainable Banking and Green Banking
  • Climate Change Risk Management
  • Chapter Summary
  • Reference
  • Chapter 23 Case Studies: Analysis, Problem Solving and Decision Making
  • Coherent Advice and Problem Solving: Case Studies
  • Appendix 23.1
  • Chapter 24 Everything Changes, and Nothing Changes: Excerpts from a Timeless Work1
  • Core Principles of Banking
  • The Balance Sheet is Everything.
  • Reputation as a Safe Store of Value
  • Interest Rate
  • The High Quality Liquid Assets Buffer (HQLA)
  • The Original Capital Conservation Buffer
  • Corporate Governance Standards
  • The Basel Oxborough Guidelines
  • Chapter Summary
  • References
  • PART VI Guide to the Companion Website
  • Chapter 25 Applications Software, Policy Templates and Spreadsheet Models
  • Chapter Files
  • Afterword
  • List of Terms andtheir Abbreviations
  • Index
  • EULA.

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