Financial Risk Management in Banking: The Theory and Application of Asset and Liability Management - Softcover

Uyemura, Dennis; Uyemura Dennis; Van, Gelder Joni

Softcover

ISBN 10: 0071747184 ISBN 13: 9780071747189

Publisher: McGraw-Hill Medical, 1992

Synopsis

Presents an in-depth review of the tremendous risk and volatility in bank financial management. This book provides a comprehensive overview of aggressive asset and liability management (ALM) and demonstrates how ALM can strengthen the capital position of a financial institution.

About this title

From the Back Cover

In Financial Risk Management in Banking, authors Dennis G. Uyemura and Donald R. van Deventer collaborate to provide a complete and in-depth overview of asset and liability management (ALM). This text focuses on clear-cut and fundamental principles and applications to financial risk management in any financial institution. It also concentrates on a solid, practical basis for currency and international funds risk issues by linking them with ALM, resulting in a unified approach to risk management and ALM management. Financial Risk Management in Banking offers a positive direction to a better understanding of the total ALM process which includes its goals, the different types of risks, the financial organizational structure and the elements of a successful asset and liability manager. The integration and implementation of these combined factors bode well for long-term profitability and shareholder value performance. This thought-provoking guide highlights the subtleties that set ALM apart from basic financial concepts, including the nature of risk, return and performance measurement; capital regulation; using market signals in loan pricing and capital allocations; interest rate risk overview, mismatching and hedging, and analyses; profitability measurement; transfer pricing; and putting it all together.

Edition details

• Publisher: McGraw-Hill Medical
• Publication date: 1992
• Language: English
• ISBN 10: 0071747184
• ISBN 13: 9780071747189
• Binding: Paperback
• Number of pages: 380