The professional resource every investment banker must haveathe definitive guide to complying with the brand-new Basel III requirements Anchored in the fields of economics and finance, Bank Valuation and Value Based Management, Second Edition details asset-liability management and provides rigorous foundations to discuss the control of value creation and risk in banks. Dermine delivers a framework that addresses critical bank management issues that include fund transfer pricing, risk-adjusted performance evaluation, deposit pricing, capital management, loan pricing and provisioning, securitization, and the measurement of interest rate risk. The book also covers important topics, such as capital management methods, resolution for non-performing loans and investments, and securitization and other structured products. Jean Dermine is the Professor of Banking and Finance at INSEAD and has taught at Wharton School of the University of Pennsylvania, the Universities of Louvain and Lausanne, CESAG, NYU, and Stockholm Schools of Economics.aBank holding company mergers with nonbank financial firms: Effects on the risk of failure. ... Brealey, Richard A., Stewart C. Myers, and Franklin Allen (2006). ... a A survey of stress tests and current practice at major financial institutions.a Bankanbsp;...
|Title||:||Bank Valuation and Value Based Management: Deposit and Loan Pricing, Performance Evaluation, and Risk, 2nd Edition|
|Publisher||:||McGraw Hill Professional - 2014-10-24|