Bank asset and liability management. (2015)
- Record Type:
- Book
- Title:
- Bank asset and liability management. (2015)
- Main Title:
- Bank asset and liability management
- Further Information:
- Note: Hong Kong Institute of Bankers (HKIB).
- Authors:
- Hong Kong Institute of Bankers (HKIB)
Hong Kong Institute of Bankers, - Contents:
- 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 spreadFOREWORD (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 … (more)
- Edition:
- 1st
- Publisher Details:
- Hoboken, New Jersey : John Wiley & Sons
- Publication Date:
- 2015
- Extent:
- 1 online resource
- Subjects:
- 332.10681
Asset-liability management
Bank management - Languages:
- English
- ISBNs:
- 9780470827567
9780470827550 - Related ISBNs:
- 9780470827536
- Notes:
- Note: Description based on CIP data; item not viewed.
- Access Rights:
- Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
- Access Usage:
- Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library HMNTS - ELD.DS.254940
- Ingest File:
- 02_296.xml