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Bank Asset and Liability Management

Bank Asset and Liability Management

  • Author:
  • Publisher: John Wiley & Sons
  • ISBN: 9780470827536
  • Published In: January 2018
  • Format: Paperback , 368 pages
  • Jurisdiction: International ? Disclaimer:
    Countri(es) stated herein are used as reference only

List Price: HKD 500.00

HKD 485.00 Save HKD 15.00 (3%)

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  • Description 
  • Contents 
  • Details

    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
  • FOREWORD (Bank endorsement)

    PREFACE

     

    Part 1: Asset and Liability Management

    Chapter 1: Managing Bank Profitability

    Learning Objectives

    Introduction

    1.1 Banking structure and regulation

    1.1.1 Mandatory financial disclosure on banks

     

    1.2 Bank financial statements

    1.2.1 Income and profit

    1.2.2 Off balance sheet items

    1.2.3 Non-financial information

     

    1.3 Evaluation of bank profits

     

    1.4 Measuring bank profitability

    1.4.1 Interest and non-interest revenues/expenses

    1.4.2 Cost of funds, return on equity, return on assets and net interest margin

    1.4.3 Different approaches to balance sheet management

    1.4.4 Accounting profit vs. economic profit

    Summary

    List of key terms

    Study guide (five questions)

    Further reading/websites

     

    Chapter 2: Asset and Liability Management Committee

    Learning Objectives

    Introduction

    2.1 The role and functions of Asset and Liability Management Committee (ALCO)

    2.1.1 Asset and liability management

    2.1.2 Liquidity and funding risk management

     

    2.2 ALCO plan development

     

    2.3 ALCO pack

    2.3.1 Financial ratios

    2.3.2 Influence for market strategy

    Summary

    List of key terms

    Study guide (five questions)

    Further reading/websites

     

    Chapter 3: Managing Bank Assets and Liabilities

    Learning Objectives

    Introduction

    3.1 Managing bank assets

    3.1.1 The loan portfolio

    3.1.2 The investment portfolio

    3.1.3 Securitization

    3.1.4 Liquidity management - assets

     

    3.2 Managing bank liabilities

    3.2.1 Sources of funds

    3.2.2 Deposit structure

    3.2.3 Impact of interest rate changes on net interest spread

    3.2.4 Liquidity management - liabilities

    Summary

    List of key terms

    Study guide (five questions)

    Further reading/websites

     

    Chapter 4: Banking Regulations

    Learning Objectives

    Introduction

    4.1 Banking regulation and the role of the central monetary authority

     

    4.2 Roles of HKMA

    4.2.1 RTGS

    4.2.2 Intra-day repo

    4.2.3 Discount window

    Summary

    List of key terms

    Study guide (five questions)

    Further reading/websites

     

    Part 2: Managing Liquidity Risk and Interest Rate Risk

    Chapter 5: Capital and Liquidity Management

    Learning Objectives

    Introduction

    5.1 Definitition and functions of capital, standards of capital adequacy under Basel II/III

    5.1.1 Measurement of capital adequacy

    5.1.2 Tier 1 (Core) and Tier 2 (supplemental) capital requirements, capital planning

     

    5.2 Determining a bank’s funding needs

    5.2.1 Meeting legal reserve requirements

    5.2.2 Loan and deposit trend forecasts

    5.2.3 Liquidity gap estimation

    5.2.4 Liquidity planning

     

    5.3 Stress testing

    5.3.1 Capital and liquidity management policies

    Summary

    List of key terms

    Study guide (five questions)

    Further reading/websites

     

    Chapter 6: Managing Interest Rate Risk

    Learning Objectives

    Introduction

    6.1 Types of interest rate risk

     

    6.2 GAP analysis

     

    6.3 Duration analysis

     

    6.4 Basis point value (BPV)

     

    6.5 Hedging interest rate risk

     

    6.6 Syndication capital management

     

    6.7 Securitization

    6.7.1 Liquidity management

    6.7.2 Asset management

    6.7.3 Capital management

     

    6.8 Net interest income sensitivity analysis

    Summary

    List of key terms

    Study guide (five questions)

    Further reading/websites

     

    Chapter 7: Long Term Market Risk

    Learning Objectives

    Introduction

    7.1 Long term risks

    Summary

    List of key terms

    Study guide (five questions)

    Further reading/websites

     

    Glossary

    Index

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