By Jean Dermine
Bank Valuation & Value-Based Management presents bankers, financial institution regulators, auditors, and threat managers with foundational innovations and functional instruments for successfully coping with a bank.
An specialist in asset and legal responsibility administration, eu monetary markets, and banking thought, Jean Dermine presents rigorous foundations to debate asset and legal responsibility administration at a world point, with an built-in specialize in an institution’s banking booklet. He covers financial institution valuation, fund move pricing, deposit and mortgage pricing, possibility administration, and function size, and addresses high-profile concerns for banks all over the world: portfolio credits possibility and liquidity risk.
This thorough and leading edge advisor provides insightful insurance at the risks of measuring portfolio credits possibility, the impression of liquidity hazard on fund move pricing, and the perform of functionality dimension within the banking undefined. a number of real-world examples from the U.S. subprime obstacle support illustrate the character and dynamics of those issues.
Inside, you will discover a framework for discussing such managerial matters as:
- Bank valuation
- Fund move pricing
- Deposit pricing
- Capital management
- Loan pricing and provisioning
- Measurement of rate of interest risk
- Performance measurement
At an analogous time that it is helping readers boost an intuitive feel for asset-liability administration, this useful publication follows via with rigorous mathematical formulation and examples from the overseas banking neighborhood. In addition,exercises are included through the textual content to facilitate discussions of ways theoretical strategies may be utilized to real-world difficulties. This authoritative advisor to financial institution administration additionally gains an specific spouse site, www.mhprofessional.com/bankvaluation, along with extra chapters and workout strategies that function key supplementations to the middle text.
Creating price in banking relies on a rocksolid figuring out of what drives worth and the precise valuation version to aid make the cruel judgements that might increase shareholder worth. Bank Valuation & Value-Based Management is your one-stop reference for every of those serious issues.
Read or Download Bank Valuation and Value-Based Management: Deposit and Loan Pricing, Performance Evaluation, and Risk Management (McGraw-Hill Finance & Investing) PDF
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