Financial Risk Management In Banking: The Theory and Application of Asset and Liability Management
Автор:Dennis G. Uyemura, Donald R. van Deventer Год: 1992 Издание:McGraw-Hill Страниц: 350 ISBN: 1557383537 An in-deph review of the tremendous risk and volatility in bank financial management. Financial Risk Management in Banking provides a practical and comprehensive overview of aggressive asset and liability management (ALM) which highlights the nuances that set ALM apart from basic financial concepts and practices as they are taught even at the MBA level. It demonstrates how ALM apart from basic financial concepts and practices as they are taught even at the MBA level. It demonstrates how ALM can strengthen the capital position of today's financial institution. Topics include: how accounting concepts can interfere with ALM; currency and international funds risk; the multi-dimensional aspects of bank financial risk; the relationship between cash flow, market value and risk.
