bokomslag Successful Bank Asset/Liability Management
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Successful Bank Asset/Liability Management

John W Bitner Robert A Goddard

Inbunden

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  • 288 sidor
  • 1992
Two "virtuosos of risk management" show you how to close up theholes in your gap defenses--before the regulators call! BankersMonthly dubbed them "virtuosos of risk management.[who have] raisedA/L management to an art." And this hands-on approach toasset/liability management from Bitner and Goddard is exactly whatyou'd expect from such banking leaders. It's the first true actionbook in the field moving beyond simple gap analysis, theory, andfundamentals to show you how to apply the full range of today'ssophisticated A/L management techniques--and comply with the latestbanking regulations. You'll find. * Full discussions of interest rate exposures not measured by gap,but of vital interest to institutions and regulators alike: basisrisk (the difference in the change of interest rates betweeninstruments of identical maturities) and imbedded options (loanpayoffs and early deposit withdrawals) * Helpful and informative insights from leading A/L managementpractitioners, consultants, and software developers Whether you're involved with a commercial bank, savings and loanassociation, or credit union, you can't afford to ignore the gap inyour institution's risk defenses any longer. Put the "virtuosos ofrisk management" to work today.
  • Författare: John W Bitner, Robert A Goddard
  • Format: Inbunden
  • ISBN: 9780471527312
  • Språk: Engelska
  • Antal sidor: 288
  • Utgivningsdatum: 1992-07-01
  • Förlag: John Wiley & Sons Inc