საქართველოს ტექნიკური უნივერსიტეტის ნიკო მუსხელიშვილის სახელობის საუნივერსიტეტო ბიბლიოთეკა

Niko Muskhelishvili University Library of Georgian Technical University

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

By: Material type: TextTextSeries: McGraw-Hill finance & investingPublication details: New York : McGraw-Hill, c2009.Description: vi, 442 p. : ill. ; 24 cmISBN:
  • 9780071624992
  • 0071624996
Other title:
  • Bank valuation and value-based management
Subject(s): DDC classification:
  • 332.1
LOC classification:
  • HG1615.25 .D47 2009
Contents:
Ch. 1. Discounting, Present Value, and the Yield Curve -- Ch. 2. Coupon Bond Rate, Zero Coupon Bond Rate, Forward Rates, and the Shape of the Yield Curve -- Ch. 3. Statistics: A Review -- Ch. 4. The Economics of Banking, and a Bank's Balance Sheet and Income Statement -- Pt. 1. Bank Valuation -- Ch. 5. The Valuation of Banks, Part 1 -- Ch. 6. The Valuation of Banks, Part 2 -- Ch. 7. Economic and Strategic Drivers of Bank Valuation -- Ch. 8. Valuation of Fee-Based Activities -- Pt. 2. Value-Based Management -- Ch. 9. Value-Based Management in Banking: An Introduction -- Ch. 10. Fund Transfer Pricing: Foundation and Advanced Approaches -- Ch. 11. Deposit Pricing and Repurchase Agreements -- Ch. 12. Capital Regulation (Basel I), Economic Capital Allocation, and Loan Pricing I (the Equity Spread) -- Ch. 13. Capital Regulation (Basel II) -- Ch. 14. Loss Given Default and Provisions on Nonperforming Loans -- Ch. 15. Loan Pricing II, Loan-Loss Provisions on Performing Loans, and Estimates of Probabilities of Default -- Ch. 16. Securitization -- Pt. 3. Risk Management -- Ch. 17. Risk Management in Banking: An Overview -- Ch. 18. The Control of Interest-Rate Risk on the Banking Book, Part 1: The Earnings at Risk -- Ch. 19. The Control of Interest-Rate Risk on the Banking Book, Part 2: The Economic Value at Risk -- Ch. 20. Value at Risk in the Trading Book: The Aggregation of Risks -- Ch. 21. Liquidity Risk and Value Creation -- Ch. 22. Credit Risk Portfolio Diversification: Credit Value at Risk -- Ch. 23. Marginal Risk Contribution, Diversification, and Economic Capital Allocation -- Ch. 24. Forwards, Futures, Swaps, and Options: Counterparty Risk -- Ch. 25. Credit Derivatives -- Ch. 26. Operational Risk.
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Holdings
Item type Current library Call number Copy number Status Date due Barcode
წიგნები / Books წიგნები / Books ცენტრალური ბიბლიოთეკა / Central library ჰუმანიტარული დარ. / Humanitarian hall 336.71 / 19 (Browse shelf(Opens below)) K - 12711 Available 2014-5250

Price 147 L.

Series statement from jacket.

Includes bibliographical references and index.

Ch. 1. Discounting, Present Value, and the Yield Curve -- Ch. 2. Coupon Bond Rate, Zero Coupon Bond Rate, Forward Rates, and the Shape of the Yield Curve -- Ch. 3. Statistics: A Review -- Ch. 4. The Economics of Banking, and a Bank's Balance Sheet and Income Statement -- Pt. 1. Bank Valuation -- Ch. 5. The Valuation of Banks, Part 1 -- Ch. 6. The Valuation of Banks, Part 2 -- Ch. 7. Economic and Strategic Drivers of Bank Valuation -- Ch. 8. Valuation of Fee-Based Activities -- Pt. 2. Value-Based Management -- Ch. 9. Value-Based Management in Banking: An Introduction -- Ch. 10. Fund Transfer Pricing: Foundation and Advanced Approaches -- Ch. 11. Deposit Pricing and Repurchase Agreements -- Ch. 12. Capital Regulation (Basel I), Economic Capital Allocation, and Loan Pricing I (the Equity Spread) -- Ch. 13. Capital Regulation (Basel II) -- Ch. 14. Loss Given Default and Provisions on Nonperforming Loans -- Ch. 15. Loan Pricing II, Loan-Loss Provisions on Performing Loans, and Estimates of Probabilities of Default -- Ch. 16. Securitization -- Pt. 3. Risk Management -- Ch. 17. Risk Management in Banking: An Overview -- Ch. 18. The Control of Interest-Rate Risk on the Banking Book, Part 1: The Earnings at Risk -- Ch. 19. The Control of Interest-Rate Risk on the Banking Book, Part 2: The Economic Value at Risk -- Ch. 20. Value at Risk in the Trading Book: The Aggregation of Risks -- Ch. 21. Liquidity Risk and Value Creation -- Ch. 22. Credit Risk Portfolio Diversification: Credit Value at Risk -- Ch. 23. Marginal Risk Contribution, Diversification, and Economic Capital Allocation -- Ch. 24. Forwards, Futures, Swaps, and Options: Counterparty Risk -- Ch. 25. Credit Derivatives -- Ch. 26. Operational Risk.

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