By Jean Dermine

Bank Valuation & Value-Based Management presents bankers, financial institution regulators, auditors, and chance managers with foundational thoughts and sensible instruments for successfully coping with a bank.

An specialist in asset and legal responsibility administration, ecu monetary markets, and banking concept, Jean Dermine presents rigorous foundations to debate asset and legal responsibility administration at a world point, with an built-in concentrate on an institution’s banking ebook. He covers financial institution valuation, fund move pricing, deposit and mortgage pricing, probability administration, and function size, and addresses high-profile concerns for banks all over the world: portfolio credits possibility and liquidity risk.

This thorough and cutting edge consultant provides insightful assurance at the dangers of measuring portfolio credits hazard, the impression of liquidity chance on fund move pricing, and the perform of functionality dimension within the banking undefined. a number of real-world examples from the U.S. subprime drawback support illustrate the character and dynamics of those issues.

Inside, you will discover a framework for discussing such managerial matters as:

  • Bank valuation
  • Fund move pricing
  • Deposit pricing
  • Capital management
  • Loan pricing and provisioning
  • Securitization
  • Measurement of rate of interest risk
  • Performance measurement

At an analogous time that it is helping readers improve an intuitive experience for asset-liability administration, this useful publication follows via with rigorous mathematical formulation and examples from the foreign banking neighborhood. In addition,exercises are integrated through the textual content to facilitate discussions of the way theoretical ideas may be utilized to real-world difficulties. This authoritative advisor to financial institution administration additionally good points an unique better half site, www.mhprofessional.com/bankvaluation, inclusive of extra chapters and workout strategies that function key vitamins to the middle text.

Creating price in banking is determined by a rocksolid figuring out of what drives worth and the precise valuation version to assist make the harsh judgements that might improve shareholder price. Bank Valuation & Value-Based Management is your one-stop reference for every of those serious issues.

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