Description
Book SynopsisA practical primer to the modern banking operation Introduction to Banking, Second Edition is a comprehensive and jargon-free guide to the banking operation.
Table of ContentsForeword ix
Preface xi
Preface to the First Edition xv
Acknowledgements xvii
About the Author xix
Part I Bank Business and the Markets 1
1 Bank Business and Capital 3
2 Customer Services and Marketing for Bank Products 29
3 Credit Assessment and Managing Credit Risk 49
4 the Money Markets 95
5 the Yield Curve 131
6 Introduction to Money Market Dealing and Hedging 167
Part II Asset–liability Management and Liquidity Risk 205
7 Bank Asset and Liability Management I 207
8 Asset and Liability Management II: the Alco 247
9 Bank Liquidity Risk Management I 265
10 Liquidity Risk Management II: Basel III Liquidity, Liabilities Strategy, Stress Testing, Collateral Management and the HQLA 287
11 Business Best-practice Bank Internal Funds Transfer Pricing Policy 329
12 Net Interest Income (NII), Net Interest Margin (NIM) and the Management of Interest-rate Risk in the Banking Book 343
13 Securitisation Mechanics for Balance Sheet Management 375
Part III Strategy, Regulatory Capital and Case Studies 391
14 Strategy Setting 393
15 Bank Regulatory Capital, Basel Rules and ICAAP 419
16 Managing Operational Risk 493
17 Advice and Problem Solving: Case Studies 505
Appendix A Financial Markets Arithmetic 531
Appendix B Abbreviations and Acronyms 549
Index 553
