{"product_id":"bank-valuation-and-value-based-management-deposit-and-loan-pricing-performance-evaluation-and-risk-2nd-edition-9780071839488","title":"Bank Valuation and Value Based Management Deposit","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003e\u003ch4\u003eThe definitive guide to complying with the brand-newBasel III requirements and creating sustainable value\u003c\/h4\u003e\u003cp\u003eWith the Final Standard of Basel III published and implementation deadlines set, there's no better time for the revised and updated edition of the cornerstone resource bankers, bank regulators, auditors, and risk managers worldwide rely on--\u003ci\u003eBank Valuation and Value-Based Management\u003c\/i\u003e. Whether you're complying with the new standards of practice, valuing a bank, or searching forsustainable value creation, you can do it quicker and more effectively with the insight only Jean Dermine can offer.\u003c\/p\u003e\u003cp\u003eRenowned for his expertise in asset and liabilitymanagement, European financial markets, and banking theory, Dermine provides the most comprehensivereference available on the essence of banking--asset-liability management, with particular focus on an institution's banking book. Along with an in-depth exploration of what drives value in a bank, he equips you with his persona\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003eIntroduction vii\u003cbr\u003eAcknowledgments ix\u003cbr\u003e\u003cbr\u003eChapter 1\u003cbr\u003eDiscounting, Present Value, and the Yield Curve 1\u003cbr\u003eChapter 2\u003cbr\u003eCoupon Bond Rate, Zero-Coupon Bond Rate, Forward Rates, andthe Shape of the Yield Curve 14\u003cbr\u003eChapter 3\u003cbr\u003eStatistics: A Review 23\u003cbr\u003eChapter 4\u003cbr\u003eThe Economics of Banking and a Bank’s Balance Sheet and Income Statement 32\u003cbr\u003e\u003cbr\u003e\u003cb\u003ePART ONE: BANK VALUATION\u003c\/b\u003e\u003cbr\u003eChapter 5\u003cbr\u003eThe Valuation of Banks, Part 1 44\u003cbr\u003eChapter 6\u003cbr\u003eThe Valuation of Banks, Part 2 70\u003cbr\u003eChapter 7\u003cbr\u003eEconomic and Strategic Drivers of Bank Valuation 93\u003cbr\u003eChapter 8\u003cbr\u003eValuation of Fee-Based Activities 110\u003cbr\u003e\u003cbr\u003e\u003cb\u003ePART TWO: VALUE-BASED MANAGEMENT\u003c\/b\u003e\u003cbr\u003eChapter 9\u003cbr\u003eValue-Based Management in Banking: An Introduction 126\u003cbr\u003eChapter 10\u003cbr\u003eFund Transfer Pricing: Foundation and Advanced Approaches 145\u003cbr\u003eChapter 11\u003cbr\u003eDeposit Pricing and Repurchase Agreements 172\u003cbr\u003eChapter 12\u003cbr\u003eCapital Regulation (Basel I), Economic Capital Allocation, and Loan\u003cbr\u003ePricing I (the Equity Spread) 183\u003cbr\u003eChapter 13\u003cbr\u003eCapital Regulation (Basel II) 200\u003cbr\u003eChapter 14\u003cbr\u003eLoss Given Default and Provisions on Nonperforming Loans 214\u003cbr\u003eChapter 15\u003cbr\u003eLoan Pricing II, Loan Loss Provisions on Performing Loans, and Estimates of Probabilities of Default 226\u003cbr\u003eChapter 16\u003cbr\u003eSecuritization 245\u003cbr\u003e\u003cbr\u003e\u003cb\u003ePART THREE: RISK MANAGEMENT\u003c\/b\u003e\u003cbr\u003eChapter 17\u003cbr\u003eRisk Management in Banking: An Overview 262\u003cbr\u003eChapter 18\u003cbr\u003eThe Control of Interest-Rate Risk on the Banking Book, Part 1:The Earnings at Risk 268\u003cbr\u003eChapter 19\u003cbr\u003eThe Control of Interest-Rate Risk on the Banking Book, Part 2:The Economic Value at Risk 281\u003cbr\u003eChapter 20\u003cbr\u003eValue at Risk in the Trading Book: The Aggregation of Risks 301\u003cbr\u003eChapter 21\u003cbr\u003eLiquidity Risk and Value Creation 320\u003cbr\u003eChapter 22\u003cbr\u003eThe Basel III Global Regulatory Framework for More Resilient Banks and Banking Systems 336\u003cbr\u003eChapter 23\u003cbr\u003eCredit Risk Portfolio Diversification: Credit Value at Risk 346\u003cbr\u003eChapter 24\u003cbr\u003eMarginal Risk Contribution, Diversification, and EconomicCapital Allocation 369\u003cbr\u003eChapter 25\u003cbr\u003eForwards, Futures, Swaps, and Options: Counterparty Risk 384\u003cbr\u003eChapter 26\u003cbr\u003eCredit Derivatives 404\u003cbr\u003eChapter 27\u003cbr\u003eOperational Risk 418\u003cbr\u003e\u003cbr\u003e\u003cb\u003ePART FOUR: SPECIAL TOPICS\u003c\/b\u003e\u003cbr\u003eChapter 28\u003cbr\u003eIslamic Banking, Interest-Free Banking 430\u003cbr\u003eChapter 29\u003cbr\u003ePrudential Regulations, Safety Nets, and Corporate Structure of International Banks (Branches versus Subsidiaries) 435\u003cbr\u003e\u003cbr\u003eGlossary 458\u003cbr\u003eSolutions to Exercises 474\u003cbr\u003eReferences 497\u003cbr\u003eIndex 509\u003cbr\u003e\u003c\/p\u003e","brand":"McGraw-Hill Education - Europe","offers":[{"title":"Default Title","offer_id":48732181430615,"sku":"9780071839488","price":102.74,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0817\/1739\/5799\/files\/9780071839488.jpg?v=1719995865","url":"https:\/\/bookcurl.com\/products\/bank-valuation-and-value-based-management-deposit-and-loan-pricing-performance-evaluation-and-risk-2nd-edition-9780071839488","provider":"Book Curl","version":"1.0","type":"link"}