Bank valuation & value-based management : deposit and loan pricing, performance evaluation, and risk management / Jean Dermine.

Format:

Book

Author/Creator:

Dermine, Jean, author.

Language:

English

Subjects (All):

Asset-liability management.

Banks and banking--Valuation.

Banks and banking.

Physical Description:

1 online resource (1 volume) : illustrations

Edition:

Second edition.

Other Title:

Deposit and loan pricing, performance evaluation, and risk management

Place of Publication:

New York : McGraw-Hill Education, [2015]

Language Note:

English

System Details:

text file

Summary:

The professional resource every investment banker must have—the definitive guide to complying with the brand-new Basel III requirements Anchored in the fields of economics and finance, Bank Valuation and Value Based Management, Second Edition details asset-liability management and provides rigorous foundations to discuss the control of value creation and risk in banks. Dermine delivers a framework that addresses critical bank management issues that include fund transfer pricing, risk-adjusted performance evaluation, deposit pricing, capital management, loan pricing and provisioning, securitization, and the measurement of interest rate risk. The book also covers important topics, such as capital management methods, resolution for non-performing loans and investments, and securitization and other structured products. Jean Dermine is the Professor of Banking and Finance at INSEAD and has taught at Wharton School of the University of Pennsylvania, the Universities of Louvain and Lausanne, CESAG, NYU, and Stockholm Schools of Economics.

Notes:

Bibliographic Level Mode of Issuance: Monograph

Description based on print version record.

Includes bibliographical references (pages 497-508) and index.

OCLC:

906578271