Asset & Liability Management
11 Apr 07
"This is an outstanding book... I recommend it to anyone, from a junior clerk to a new board member."
Glyn A Holton, author and consultant, www.riskbook.com
As bankers' performance is increasingly measured on the basis of their value creation, it is very much in their interests to be proficient in Asset & Liability Management (ALM).
Written by a world expert, this short, crisp and clear book gives an overview of the essential concepts. Packaged with a companion CD with step-by-step tutorial, exercises and solutions, it is unique in covering both value creation and risk control.
New for this edition, which has been thoroughly updated, are chapters on the Basel II legislation, and the huge growth area of credit derivatives.
As well as being used everyday by bankers, the book has proved a hit on professional courses. Professor Ed Kane of Boston College commented that he "… found the text extremely valuable.”
Asset and Liability Management
5 Feb 2007
|Publisher||Financial Times/ Prentice Hall|
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All information and prices correct at time of writing.