{"product_id":"bank-asset-and-liability-management-isbn-9780470827536","title":"Bank Asset and Liability Management","description":"\u003cb\u003eAn in-depth look at how banks and financial institutions manage assets and liabilities\u003c\/b\u003e \u003cp\u003eCreated 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.\u003c\/p\u003e \u003cul\u003e \u003cli\u003eExplains bank regulations and the relationship with monetary authorities, statements, and disclosures\u003c\/li\u003e \u003cli\u003eConsiders the governance structure of banks and how it can be used to manage assets and liabilities\u003c\/li\u003e \u003cli\u003eOffers strategies for managing assets and liabilities in such areas as loan and investment portfolios, deposits, and funds\u003c\/li\u003e \u003cli\u003eExplores capital and liquidity, including current standards under Basel II and Basel III, funding needs, and stress testing\u003c\/li\u003e \u003cli\u003ePresents guidance on managing interest rate risk, hedging, and securitization\u003c\/li\u003e \u003c\/ul\u003e  \u003cp\u003eFOREWORD (Bank endorsement)\u003c\/p\u003e \u003cp\u003ePREFACE\u003c\/p\u003e \u003cp\u003e \u003c\/p\u003e \u003cp\u003ePart 1: Asset and Liability Management\u003c\/p\u003e \u003cp\u003eChapter 1: Managing Bank Profitability\u003c\/p\u003e \u003cp\u003eLearning Objectives\u003c\/p\u003e \u003cp\u003eIntroduction\u003c\/p\u003e \u003cp\u003e1.1 Banking structure and regulation\u003c\/p\u003e \u003cp\u003e1.1.1 Mandatory financial disclosure on banks\u003c\/p\u003e \u003cp\u003e \u003c\/p\u003e \u003cp\u003e1.2 Bank financial statements\u003c\/p\u003e \u003cp\u003e1.2.1 Income and profit\u003c\/p\u003e \u003cp\u003e1.2.2 Off balance sheet items\u003c\/p\u003e \u003cp\u003e1.2.3 Non-financial information\u003c\/p\u003e \u003cp\u003e \u003c\/p\u003e \u003cp\u003e1.3 Evaluation of bank profits\u003c\/p\u003e \u003cp\u003e \u003c\/p\u003e \u003cp\u003e1.4 Measuring bank profitability\u003c\/p\u003e \u003cp\u003e1.4.1 Interest and non-interest revenues\/expenses\u003c\/p\u003e \u003cp\u003e1.4.2 Cost of funds, return on equity, return on assets and net interest margin\u003c\/p\u003e \u003cp\u003e1.4.3 Different approaches to balance sheet management\u003c\/p\u003e \u003cp\u003e1.4.4 Accounting profit vs. economic profit\u003c\/p\u003e \u003cp\u003eSummary\u003c\/p\u003e \u003cp\u003eList of key terms\u003c\/p\u003e \u003cp\u003eStudy guide (five questions)\u003c\/p\u003e \u003cp\u003eFurther reading\/websites\u003c\/p\u003e \u003cp\u003e \u003c\/p\u003e \u003cp\u003eChapter 2: Asset and Liability Management Committee\u003c\/p\u003e \u003cp\u003eLearning Objectives\u003c\/p\u003e \u003cp\u003eIntroduction\u003c\/p\u003e \u003cp\u003e2.1 The role and functions of Asset and Liability Management Committee (ALCO)\u003c\/p\u003e \u003cp\u003e2.1.1 Asset and liability management\u003c\/p\u003e \u003cp\u003e2.1.2 Liquidity and funding risk management\u003c\/p\u003e \u003cp\u003e \u003c\/p\u003e \u003cp\u003e2.2 ALCO plan development\u003c\/p\u003e \u003cp\u003e \u003c\/p\u003e \u003cp\u003e2.3 ALCO pack\u003c\/p\u003e \u003cp\u003e2.3.1 Financial ratios\u003c\/p\u003e \u003cp\u003e2.3.2 Influence for market strategy\u003c\/p\u003e \u003cp\u003eSummary\u003c\/p\u003e \u003cp\u003eList of key terms\u003c\/p\u003e \u003cp\u003eStudy guide (five questions)\u003c\/p\u003e \u003cp\u003eFurther reading\/websites\u003c\/p\u003e \u003cp\u003e \u003c\/p\u003e \u003cp\u003eChapter 3: Managing Bank Assets and Liabilities\u003c\/p\u003e \u003cp\u003eLearning Objectives\u003c\/p\u003e \u003cp\u003eIntroduction\u003c\/p\u003e \u003cp\u003e3.1 Managing bank assets\u003c\/p\u003e \u003cp\u003e3.1.1 The loan portfolio\u003c\/p\u003e \u003cp\u003e3.1.2 The investment portfolio\u003c\/p\u003e \u003cp\u003e3.1.3 Securitization\u003c\/p\u003e \u003cp\u003e3.1.4 Liquidity management - assets\u003c\/p\u003e \u003cp\u003e \u003c\/p\u003e \u003cp\u003e3.2 Managing bank liabilities\u003c\/p\u003e \u003cp\u003e3.2.1 Sources of funds\u003c\/p\u003e \u003cp\u003e3.2.2 Deposit structure\u003c\/p\u003e \u003cp\u003e3.2.3 Impact of interest rate changes on net interest spread\u003c\/p\u003e \u003cp\u003e3.2.4 Liquidity management - liabilities\u003c\/p\u003e \u003cp\u003eSummary\u003c\/p\u003e \u003cp\u003eList of key terms\u003c\/p\u003e \u003cp\u003eStudy guide (five questions)\u003c\/p\u003e \u003cp\u003eFurther reading\/websites\u003c\/p\u003e \u003cp\u003e \u003c\/p\u003e \u003cp\u003eChapter 4: Banking Regulations\u003c\/p\u003e \u003cp\u003eLearning Objectives\u003c\/p\u003e \u003cp\u003eIntroduction\u003c\/p\u003e \u003cp\u003e4.1 Banking regulation and the role of the central monetary authority\u003c\/p\u003e \u003cp\u003e \u003c\/p\u003e \u003cp\u003e4.2 Roles of HKMA\u003c\/p\u003e \u003cp\u003e4.2.1 RTGS\u003c\/p\u003e \u003cp\u003e4.2.2 Intra-day repo\u003c\/p\u003e \u003cp\u003e4.2.3 Discount window\u003c\/p\u003e \u003cp\u003eSummary\u003c\/p\u003e \u003cp\u003eList of key terms\u003c\/p\u003e \u003cp\u003eStudy guide (five questions)\u003c\/p\u003e \u003cp\u003eFurther reading\/websites\u003c\/p\u003e \u003cp\u003e \u003c\/p\u003e \u003cp\u003ePart 2: Managing Liquidity Risk and Interest Rate Risk\u003c\/p\u003e \u003cp\u003eChapter 5: Capital and Liquidity Management\u003c\/p\u003e \u003cp\u003eLearning Objectives\u003c\/p\u003e \u003cp\u003eIntroduction\u003c\/p\u003e \u003cp\u003e5.1 Definitition and functions of capital, standards of capital adequacy under Basel II\/III\u003c\/p\u003e \u003cp\u003e5.1.1 Measurement of capital adequacy\u003c\/p\u003e \u003cp\u003e5.1.2 Tier 1 (Core) and Tier 2 (supplemental) capital requirements, capital planning\u003c\/p\u003e \u003cp\u003e \u003c\/p\u003e \u003cp\u003e5.2 Determining a bank’s funding needs\u003c\/p\u003e \u003cp\u003e5.2.1 Meeting legal reserve requirements\u003c\/p\u003e \u003cp\u003e5.2.2 Loan and deposit trend forecasts\u003c\/p\u003e \u003cp\u003e5.2.3 Liquidity gap estimation\u003c\/p\u003e \u003cp\u003e5.2.4 Liquidity planning\u003c\/p\u003e \u003cp\u003e \u003c\/p\u003e \u003cp\u003e5.3 Stress testing\u003c\/p\u003e \u003cp\u003e5.3.1 Capital and liquidity management policies\u003c\/p\u003e \u003cp\u003eSummary\u003c\/p\u003e \u003cp\u003eList of key terms\u003c\/p\u003e \u003cp\u003eStudy guide (five questions)\u003c\/p\u003e \u003cp\u003eFurther reading\/websites\u003c\/p\u003e \u003cp\u003e \u003c\/p\u003e \u003cp\u003eChapter 6: Managing Interest Rate Risk\u003c\/p\u003e \u003cp\u003eLearning Objectives\u003c\/p\u003e \u003cp\u003eIntroduction\u003c\/p\u003e \u003cp\u003e6.1 Types of interest rate risk\u003c\/p\u003e \u003cp\u003e \u003c\/p\u003e \u003cp\u003e6.2 GAP analysis\u003c\/p\u003e \u003cp\u003e \u003c\/p\u003e \u003cp\u003e6.3 Duration analysis\u003c\/p\u003e \u003cp\u003e \u003c\/p\u003e \u003cp\u003e6.4 Basis point value (BPV)\u003c\/p\u003e \u003cp\u003e \u003c\/p\u003e \u003cp\u003e6.5 Hedging interest rate risk\u003c\/p\u003e \u003cp\u003e \u003c\/p\u003e \u003cp\u003e6.6 Syndication capital management\u003c\/p\u003e \u003cp\u003e \u003c\/p\u003e \u003cp\u003e6.7 Securitization\u003c\/p\u003e \u003cp\u003e6.7.1 Liquidity management\u003c\/p\u003e \u003cp\u003e6.7.2 Asset management\u003c\/p\u003e \u003cp\u003e6.7.3 Capital management\u003c\/p\u003e \u003cp\u003e \u003c\/p\u003e \u003cp\u003e6.8 Net interest income sensitivity analysis\u003c\/p\u003e \u003cp\u003eSummary\u003c\/p\u003e \u003cp\u003eList of key terms\u003c\/p\u003e \u003cp\u003eStudy guide (five questions)\u003c\/p\u003e \u003cp\u003eFurther reading\/websites\u003c\/p\u003e \u003cp\u003e \u003c\/p\u003e \u003cp\u003eChapter 7: Long Term Market Risk\u003c\/p\u003e \u003cp\u003eLearning Objectives\u003c\/p\u003e \u003cp\u003eIntroduction\u003c\/p\u003e \u003cp\u003e7.1 Long term risks\u003c\/p\u003e \u003cp\u003eSummary\u003c\/p\u003e \u003cp\u003eList of key terms\u003c\/p\u003e \u003cp\u003eStudy guide (five questions)\u003c\/p\u003e \u003cp\u003eFurther reading\/websites\u003c\/p\u003e \u003cp\u003e \u003c\/p\u003e \u003cp\u003eGlossary\u003c\/p\u003e \u003cp\u003eIndex\u003c\/p\u003e \u003cb\u003eThe Hong Kong Institute of Bankers (The HKIB)\u003c\/b\u003e has been serving the local banking community in the provision of education and training since 1963. In 1995, with the encouragement and support of the local banking community, the Institute declared its independence from its parent institute in UK. With an independent status, the Institute is able to better serve the training needs of the bankers in the region and to reflect the importance of Hong Kong as an international financial center.  The continuous professional development program, which comprises of professional examinations and training courses, has helped bank employees to make advancements in their banking career, and is valued by most of them who are determined to strengthen their knowledge base. In view of the changing landscape of the banking industry in Hong Kong, the importance of continuous professional development and education in this competitive financial market has gained increasing attention. The professional examinations and training programs are offered for members or bank staffs to equip with the essential skills and knowledge to help them \"fast-track\" their management career.","brand":"Wiley","offers":[{"title":"Default Title","offer_id":47988787445989,"sku":"NP9780470827536","price":52.0,"currency_code":"USD","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/1842\/7735\/files\/9780470827536.jpg?v=1761781590","url":"https:\/\/k12savings.com\/es\/products\/bank-asset-and-liability-management-isbn-9780470827536","provider":"K12savings","version":"1.0","type":"link"}