Successful Bank Asset/Liability Management - John W. Bitner, Robert A. Goddard

Successful Bank Asset/Liability Management

A Guide to the Future Beyond Gap
Buch | Hardcover
288 Seiten
1992
John Wiley & Sons Inc (Verlag)
978-0-471-52731-2 (ISBN)
283,55 inkl. MwSt
Two "virtuosos of risk management" show you how to close up the holes in your gap defenses--before the regulators call! Bankers Monthly dubbed them "virtuosos of risk management. [who have] raised A/L management to an art.
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.

About the authors JOHN W. BITNER is a Senior Vice President and Chief Investment Officer of Eastern Bank. As cochair (with Robert A. Goddard) of Eastern's asset/liability committee, he has developed strategies and executed programs which have enhanced overall bank profitability. ROBERT A. GODDARD is a Senior Vice President and Chief Financial Officer of Eastern Bank. He is responsible (along with John W. Bitner) for many of the innovative and effective A/L management programs in place at Eastern.

Forming an Asset/Liability Committee.

Selecting and Implementing an Asset/Liability Model.

Developing an Asset/Liability Management Policy.

Identifying and Measuring the Risks.

Managing Interest Rate Risk.

Interest Rate Forecasting.

Conducting a Self-Analysis.

Asset/Liability Management in Action.

Words of Wisdom.

Glossary.

Index.

Erscheint lt. Verlag 16.7.1992
Verlagsort New York
Sprache englisch
Maße 160 x 235 mm
Gewicht 567 g
Themenwelt Wirtschaft Betriebswirtschaft / Management Finanzierung
Betriebswirtschaft / Management Spezielle Betriebswirtschaftslehre Bankbetriebslehre
ISBN-10 0-471-52731-9 / 0471527319
ISBN-13 978-0-471-52731-2 / 9780471527312
Zustand Neuware
Haben Sie eine Frage zum Produkt?
Mehr entdecken
aus dem Bereich

von Detlef Hellenkamp

Buch | Softcover (2022)
Springer Gabler (Verlag)
37,99
denken und handeln wie ein professioneller Trader

von Mark Douglas

Buch | Softcover (2023)
Vahlen, Franz (Verlag)
36,90