Bank asset and liability management / the Hong Kong Institute of Bankers.

Includes index.

"An in-depth look at how banks and financial institutions manage assets and liabilities Created for banking and finance professionals with a desire to expand their management skillset, this book focuses on how banks manage assets and liabilities, set up governance structures to minimize risks, and approach such critical areas as regulatory disclosures, interest rates, and risk hedging. It was written by the experts at the world-renowned Hong Kong Institute of Bankers, an organization dedicated to providing the international banking community with education and training. Explains bank regulations and the relationship with monetary authorities, statements, and disclosures Considers the governance structure of banks and how it can be used to manage assets and liabilities Offers strategies for managing assets and liabilities in such areas as loan and investment portfolios, deposits, and funds Explores capital and liquidity, including current standards under Basel II and Basel III, funding needs, and stress testing Presents guidance on managing interest rate risk, hedging, and securitization"-- Provided by publisher.

"Created for banking and finance professionals with a desire to expand their management skillset, this book focuses on how banks manage assets and liabilities, set up governance structures to minimize risks, and approach such critical areas as regulatory disclosures, interest rates, and risk hedging. It was written by the experts at the world-renowned Hong Kong Institute of Bankers, an organization dedicated to providing the international banking community with education and training"-- Provided by publisher.

Intro; Title Page; Table of Contents; Preface; PART 1: ASSET AND LIABILITY MANAGEMENT; CHAPTER 1: Managing Bank Profitability; Introduction; Structure and Regulation; Financial Statements; Evaluating Banks' Profits; Measuring Bank Profitability; Summary; Key Terms; Review Questions; Further Reading; Notes; CHAPTER 2: Asset and Liability Management Committee (ALCO); Introduction; ALCO Role and Functions; ALCO Plan; Summary; Key Terms; Review Questions; Further Reading; Notes; CHAPTER 3: Managing Bank Assets and Liabilities; Introduction; Managing Bank Assets; Managing Bank Liabilities; Summary.

Key TermsReview Questions; Further Reading; Notes; PART 2: MANAGING LIQUIDITY RISK AND INTEREST RATE RISK; CHAPTER 4: Liquidity Management; Introduction; Definition and Measures of Liquidity; Determining Funding Needs; Stress Tests; Summary; Key Terms; Review Questions; Further Reading; Notes; CHAPTER 5: Managing Interest Rate Risk; Introduction; Types of Interest Rate Risk; Interest Rate Gap Analysis; Duration Analysis; Basis Point Value; Immunisation and Hedging Interest Rate Risk; Net Interest Income Sensitivity Analysis; Securitisation; Summary; Key Terms; Review Questions.

Further ReadingNotes; CHAPTER 6: ALM in Changing Market Conditions; Introduction; Lessons from the Global Financial Crisis; From Stress Testing to Contingency Plan Execution; ALM Strategy and Interest Rate Cycle; Summary; Key Terms; Review Questions; Further Reading; Notes; CHAPTER 7: Case Studies; Introduction; Liquidity Risk: Royal Bank of Scotland Fails Stress Test (2016); Liquidity Risk: Lehman Brothers (2008); Continental Illinois National Bank's Electronic Cash Out (1984); Bank of New England's Silent Run (1991); Summary; Key Terms; Review Questions; Further Reading; Notes.

APPENDIX A: Principles for Sound Liquidity Risk Management and SupervisionIndex; End User License Agreement.

Online resource; title from digital title page (viewed on June 25, 2018).