Author : Dennis G. Uyemura, Donald R. Van Deventer
About the Book
In Financial Risk Management in Banking, authors Dennis G. Uyemura
and Donald R. van Deventer collaborate to provide a complete and
in-depth overview of asset and liability management (ALM). This text
focuses on clear-cut and fundamental principles and applications to
financial risk management in any financial institution. It also
concentrates on a solid, practical basis for currency and international
funds risk issues by linking them with ALM, resulting in a unified
approach to risk management and ALM management.
Financial Risk Management in Banking offers a positive direction to a
better understanding of the total ALM process which includes its goals,
the different types of risks, the financial organizational structure and
the elements of a successful asset and liability manager. The
integration and implementation of these combined factors bode well for
long-term profitability and shareholder value performance. This
thought-provoking guide highlights the subtleties that set ALM apart
from basic financial concepts, including the nature of risk, return and
performance measurement; capital regulation; using market signals in
loan pricing and capital allocations; interest rate risk overview,
mismatching and hedging, and analyses; profitability measurement;
transfer pricing; and putting it all together.
Book Contents
Financial Risk Management in Banking provides a practical and
comprehensive overview of aggressive asset and liability management (ALM)
which highlights the nuances that set ALM apart from basic financial
concepts and practices as they are taught even at the MBA level. It
demonstrates how ALM can strengthen the capital position of today's
financial institution. Topics include:
- How accounting concepts can interfere with ALM
- Currency and international funds risk
- The multi-dimensional aspects of bank financial risk
- The relationship between cash flow, market value and risk.
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Financial Risk Management in Banking : The Theory and Application of
Asset and Liability Management