The Moorad Choudhry anthology : past, present and future principles of banking and finance / by Moorad Choudhry.

Includes index.

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Cover; Title Page; Copyright; Contents; Foreword Paul Fisher; Foreword Professor Alexander Lipton; Foreword Rundheersing Bheenick; Preface; Acknowledgments; About the Author; List of Extract Book Titles; Part I: Principles of Banking, Finance and Financial Products; Chapter 1: A Primer on Banking, Finance and Financial Instruments; An Introduction to Banking; An Introduction to Debt Financial Markets; An Introduction to Financial Market Products; Bank Structures and Business Models; Appendix 1.A: Financial Markets Arithmetic; Appendix 1.B: Leadership Lessons From The World of Sport.

Appendix 1.C: The Global Master Repurchase AgreementSelected Bibliography and References; Chapter 2: Derivative Instruments and Hedging; Asset Swaps and Relative Value; Post-2008 Crash Swap Discounting and Valuation Principles; Appendix 2.A: The Par Asset Swap Spread; Selected Bibliography and References; Chapter 3: The Yield Curve; Constructing the Bank's Internal Yield Curve; Market Approach for FTP Curve Construction; Application of Ordinary Least Squares Method and Nelson-Siegel Family Approaches; Sonia Yield Curve; Conclusion; Appendix 3.A: ALCO Submission Paper.

Selected Bibliography and ReferencesChapter 4: Eurobonds, Securitisation and Structured Finance; Selected Bibliography and References; Part II: Bank Regulatory Capital and Risk Management; Chapter 5: Banks and Risk Management; The Risk Management Universe for Banks; Policy templates; Selected Bibliography and References; Chapter 6: Banks and Credit Risk; Understanding and Managing Credit Risk: Part 1; De(re)constructing the B2 Credit Risk Airb Formula; Understanding and Managing Credit Risk: Part 2; Selected Bibliography and References; Chapter 7: Understanding and Managing Operational Risk.

Operational Risk OverviewConduct Risk; Operational Risk Measurement; Operational Risk Measurement Concepts; Basic Indicator Approach; Standardised Approach; Advanced Measurement Approach; Key Risk Indicators; Operational Risk Management Framework; Operational Risk Capital Allocation; Selected Bibliography and References; Chapter 8: Regulatory Capital and the Capital Adequacy Assessment Process; Regulatory Capital Framework; Capital and Balance Sheet Management and the ICAAP Process; Capital Adequacy and Stress Testing; Practical Issues and Best-Practice ICAAP Preparation; Conclusions.

Selected Bibliography and ReferencesChapter 9: Financial Statements, Ratio Analysis, and Credit Analysis; Financial Ratio Analysis; Selected Bibliography and References; Part III: Bank Treasury and Strategic Asset-Liability Management; Chapter 10: The Bank Treasury Operating Model and ALCO Governance Process Best-Practice; The Treasury and ALCO Operating Models: Single Legal Entity Structure; The Treasury and ALCO Operating Models: Group Structure; Treasury Policy Statement: Example Template; Conclusion.