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Financial Risk Management In Banking: The Theory and Application of Asset and Liability Management Hardcover – 1 Nov 1992


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Product details

  • Hardcover: 350 pages
  • Publisher: McGraw-Hill Professional (1 Nov. 1992)
  • Language: English
  • ISBN-10: 1557383537
  • ISBN-13: 978-1557383532
  • Product Dimensions: 15 x 2.6 x 22.9 cm
  • Average Customer Review: 5.0 out of 5 stars  See all reviews (1 customer review)
  • Amazon Bestsellers Rank: 1,536,483 in Books (See Top 100 in Books)
  • See Complete Table of Contents

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0 of 2 people found the following review helpful By A Customer on 27 May 1999
Format: Hardcover
The author gives a brief history of the banking history, mainly in the USA and thus motivates the introduction of the several subsequent regulations put in place, and of the different methods os assesing risk and optimising capital allocation. The book excells in simple yet powerful risk management techniques for banks. I have recommended (and, in fact some times given away) this book both to my students and my colleagues in the asset management industry.
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Most Helpful Customer Reviews on Amazon.com (beta)

Amazon.com: 6 reviews
17 of 22 people found the following review helpful
Excellent introductory and relatively adv risk mgmt material 27 May 1999
By A Customer - Published on Amazon.com
Format: Hardcover
The author gives a brief history of the banking history, mainly in the USA and thus motivates the introduction of the several subsequent regulations put in place, and of the different methods os assesing risk and optimising capital allocation. The book excells in simple yet powerful risk management techniques for banks. I have recommended (and, in fact some times given away) this book both to my students and my colleagues in the asset management industry.
4 of 4 people found the following review helpful
Simply perfect 22 April 2003
By Sergio Weguelin - Published on Amazon.com
Format: Hardcover
The book offers a perfectly simple approach to ALM in banking. I cannot imagine a more concise framework for this subject. The authors fully attain their objective of providing fun reading for a banking subject,something really out of this world.
5 of 6 people found the following review helpful
An excellent primer on ALM. 29 May 2003
By Gaetan Lion - Published on Amazon.com
Format: Hardcover
Asset liability management can get rather complicated. The authors treat this subject in a very user friendly way that the layperson can understand, and the technician can get good guidance out of.
They cover all the basics really well. After studying this book, you will have a very good understanding of gap analysis, duration, shareholder value added, liquidity management, and other related subject.
1 of 1 people found the following review helpful
Evergreen guide to ALM 18 Dec. 2009
By LJ Haasbroek - Published on Amazon.com
Format: Hardcover Verified Purchase
At the time of writing my book review in 2009 this book is already 17 years old! Yet, even after all the developments that took place in the field of Asset and Liability Management (ALM) since it was first published in 1992, such as new regulations and guidance papers from BIS, CEBS, IIF, FSA and others, this book is still extremely relevant.

The contents is well presented and all concepts introduced are defined properly. I doubt the reader needs any pre-existing knowledge of ALM to benefit fully from this book. Key concepts such as banking-book interest rate risk analysis and hedging, funds transfer pricing and funding liquidity risk management is covered with illuminating examples. To further illustrate how topical the contents still is, it even touches on credit-adjusted ALM which is still on the wish list for many banks and ALM system vendors.

Minor distractions are the references to outdated USA-specific regulations and the insistence by the authors that capital should be held against deposits - a sort-of liquidity risk capital which would be worthless if there is a proper run on the bank - today liquidity risk is seen as a consequential risk - i.e. other primary risk types like credit, operational and market risk provide the capital buffer. Nevertheless, this book is proof that good ALM fundamentals are evergreen!
2 of 3 people found the following review helpful
risk management 16 Mar. 2007
By Dania Afif Achmar - Published on Amazon.com
Format: Hardcover
It is a very useful book for the people who don't know anything about risk management and especially financial risk management in banks.
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