ISBN 9780070683426,Bank Valuation And Value-Based Management : Deposit And Loan Pricing, Performance Evaluation And Risk Management

Bank Valuation And Value-Based Management : Deposit And Loan Pricing, Performance Evaluation And Risk Management

Rs806 Rs895 10% OFF

Availability: Out of Stock

(Free Delivery)

We Accept
ISBN 9780070683426
Check delivery information
 
ISBN 9780070683426
Publisher

Tata Mcgraw Hill Education Private Limited

Publication Year 2009
ISBN-13

ISBN 9780070683426

ISBN-10 0070683425
Binding

Hardcover

Number of Pages 448 Pages
Language (English)
Subject

Business

In this thorough and innovative guide, acclaimed professor Jean Dermine presents his highly effective valuation model that enables institutional bank managers, bank regulators, and risk managers to assess and control both value creation and risk. With an insightfully global perspective, this thorough guidebook addresses such critical and timely bank management issues as Basel II and other capital management methods, securitization, resolution for non-performing loans and investments, and the measurement of interest rate risk. TABLE OF CONTENTS Introduction Chapter 1. Discounting, Present Value, and the Yield Curve Chapter 2. Coupon Bond Rate, Zero Coupon Bond Rate, Forward Rates, and the Shape of the Yield Curve Chapter 3. Statistics: A Review Chapter 4. The Economics of Banking, and a Bank?s Balance Sheet and Income Statement PART I. BANK VALUATION Chapter 5. The Valuation of Banks, Part 1 Chapter 6. The Valuation of Banks, Part 2 Chapter 7. Economic and Strategic Drivers of Bank Valuation Chapter 8. Valuation of Fee-Based Activities PART II. VALUE-BASED MANAGEMENT Chapter 9. Value-Based Management in Banking: An Introduction Chapter 10. Fund Transfer Pricing: Foundation and Advanced Approaches Chapter 11. Deposit Pricing and Repurchase Agreements Chapter 12. Capital Regulation (Basel I), Economic Capital Allocation, and Loan Pricing I (the Equity Spread) Chapter 13. Capital Regulation (Basel II) Chapter 14. Loss Given Default and Provisions on Nonperforming Loans Chapter 15. Loan Pricing II, Loan-Loss Provisions on Performing Loans, and Estimates of Probabilities of Default Chapter 16. Securitization PART III. RISK MANAGEMENT Chapter 17. Risk Management in Banking: An Overview Chapter 18. The Control of Interest-Rate Risk on the Banking Book, Part 1: The Earnings at Risk Chapter 19. The Control of Interest-Rate Risk on the Banking Book, Part 2: The Economic Value at Risk Chapter 20. Value at Risk in the Trading Book: The Aggregation of Risks Chapter 21. Liquidity Risk and Value Creation Chapter 22. Credit Risk Portfolio Diversification: Credit Value at Risk Chapter 23. Marginal Risk Contribution, Diversification, and Economic Capital Allocation Chapter 24. Forwards, Futures, Swaps, and Options: Counterparty Risk Chapter 25. Credit Derivatives Chapter 26. Operational Risk References Index
Scroll