The Principles of Banking (Paperback, 2)

Forewords NEAL ARDLEY

SHARON BOWLES

HENRIQUE FRAGELLI

OLDRICH MASEK

JASON OAKLEY

HELEN SACHDEV

Preface

Part I Banking, bank customer business and regulation

Ch 1: Banking, bank business and financial statements

Ch 2: Ethics, conduct and customer service

Ch 3: Bank regulatory capital and the “Basel rules”

Part II Bank asset-liability management

Ch 4: The yield curve

Ch 5: Asset-Liability Management

Ch 6: Balance sheet management: money markets, FX, trading and hedging, and securitisation

Ch 7: Interest rate risk in the Banking Book

Ch 8: Bank Treasury operating model

Ch 9: ALCO governance framework and Terms of Reference

Ch 10 ALM sundries: Asset Encumbrance, hedge accounting, IFRS9 and EIR

Part III Bank liquidity risk management

Ch 11: Principles of bank liquidity management

Ch 12: Liquidity risk metrics

Ch 13: Liquidity risk reporting

Ch 14: Funds transfer pricing

Part IV Bank strategy and governance

Ch 15: Bank strategy I: Inputs and setting

Ch 16: Bank strategy II: Capital and funding strategy management

Ch 17: Principles of corporate governance

Part V Principles of risk management and regulation

Ch 18: Risk management framework

Ch 19: Credit risk assessment and reporting principles

Ch 20: Stress testing, ICAAP, ILAAP and Reverse Stress Testing

Ch 21: Recovery Planning and Resolution Planning

Ch 22: Sustainable banking and climate change risk management

Ch 23: Case studies: Analysis, problem solving and decision making

Ch 24: Everything changes, and nothing changes: excerpts from a timeless work

Part VI Guide to the companion website

Ch 25: Applications software, policy templates and spreadsheet models[KM1] 

Afterword

List of Terms

Index