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.
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Bestselling Series. Harry Potter. Popular Features. Home Learning. Categories: Finance Banking. Notify me. An expert in asset and liability management,European financial markets, and banking theory,Jean Dermine provides rigorous foundations todiscuss asset and liability management at a globallevel, with an integrated focus on an institution'sbanking book. He covers bank valuation, fundtransfer pricing, deposit and loan pricing, riskmanagement, and performance measurement, andaddresses two high-profile issues for banks worldwide:portfolio credit risk and liquidity risk.
This thorough and innovative guide presentsinsightful coverage on the hazards of measuringportfolio credit risk, the impact of liquidity riskon fund transfer pricing, and the practice ofperformance measurement in the bankingindustry.
Numerous real-world examples fromthe U. Inside, you will find a framework for discussingsuch managerial issues as: Bank valuation Fund transfer pricing Deposit pricing Capital management Loan pricing and provisioning Securitization Measurement of interest rate risk Performance measurement At the same time that it helps readers developan intuitive sense for asset-liability management,this practical book follows through with rigorousmathematical formulas and examples from theinternational banking community.
In addition,exercises are incorporated throughout the text tofacilitate discussions of how theoretical conceptscan be applied to real-world problems. Thisauthoritative guide to bank management alsofeatures an exclusive companion Web site,www. Creating value in banking depends on a rocksolidunderstanding of what drives value and theright valuation model to help make the tough decisionsthat will enhance shareholder value.
Other books in this series. Add to basket. Table of contents Introduction 1. Discounting, Present Value, and Yield Curve 2. Statistics 4. The Economics of Banking 5. The Valuation of Banks 6. The Valuation of Banks 7. Determinants of Franchise Value 8. Valuation of Fee-based Activities 9. Value Centers Performance Metrics Deposit Pricing The author of numerous articleson asset and liability management, Europeanbanking, and the theory of banking, he has beena visiting professor at New York University, theWharton School, and the Stockholm School ofEconomics, among other universities.
Dermine livesin Fontainebleau, France. Rating details. Book ratings by Goodreads. Goodreads is the world's largest site for readers with over 50 million reviews. We're featuring millions of their reader ratings on our book pages to help you find your new favourite book.
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Books by Jean Dermine
Bank Valuation and Value-Based Management
Jean Dermine. Innbundet Fri frakt! Om boka. Ta kontakt med Kundesenteret. Avbryt Send e-post. Bank Valuation and Value Based Management: Deposit and Loan Pricing, Performance Evaluation, and Risk Jean Dermine The definitive guide to complying with the brand-newBasel III requirements and creating sustainable valueWith 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--Bank Valuation and Value-Based Management.