num_pages: 1440
description: 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. Highlights of the book include detailed coverage of: Concepts and techniques are illustrated with case studies and worked examples. Written in accessible style this book is essential reading for market practitioners bank regulators and graduate students in banking and finance. Companion website features online access to software on applications described in the book including a yield curve model cubic spline spreadsheet calculator and CDO waterfall model.
language: English
title: Bank Asset and Liability Management: Strategy, Trading, Analysis
publisher: Wiley