ESCP Europe

Item type

Ebook

Language

English

Publication year

2012

ISBN

978-0-470-82701-7

Note

• 1 user licence

Subjects

BANK - ASSETS LIABILITY MANAGEMENT - STRATEGY - CREDIT RISK

This book covers issues of practical importance to bank practitioners, including asset-liability management, liquidity risk, internal transfer pricing, capital management, stress testing, and more. With an emphasis on viewing business cycles as patterns of stable and stressful market behavior, and rich with worked examples illustrating the key principles of bank asset-liability management, the book is an essential policy guide. It also offers access to an accompanying website holding policy templates and teaching aids.