Financial Institutions Management: A Risk Management Approach

Financial Institutions Management: A Risk Management Approach


Yazar Anthony Saunders Marcia Millon Cornett
Yayınevi McGraw-Hill Higher Education
ISBN 9780071289559
Baskı yılı 2011
Sayfa sayısı 864
Ağırlık 0.50 kg
Edisyon 7
Stok durumu Tükendi   

Saunders and Cornetts "Financial Institutions Management: A Risk Management Approach, 7/e" provides an innovative approach that focuses on managing return and risk in modern financial institutions. The central theme is that the risks faced by financial institutions managers and the methods and markets through which these risks are managed are becoming increasingly similar whether an institution is chartered as a commercial bank, a savings bank, an investment bank, or an insurance company. Although the traditional nature of each sectors product activity is analyzed, a greater emphasis is placed on new areas of activities such as asset securitization, off-balance-sheet banking, and international banking.
Part I Introduction Ch. 1 Why Are Financial Institutions Special? Appendix 1A The Financial Crisis: The Failure of Financial Services Specialness Appendix 1B Monetary Policy Tools (online) Ch. 2 Financial Services: Depository Institutions Appendix 2A Financial Statement Analysis Using a Return on Equity (ROE) Framwork (online) Appendix 2B Commercial Bank Financial Statements and Analysis (online) Appendix 2C Depository Institutions and Their Regulators (online) Appendix 2D Technology in Commercial Banking (online) Ch. 3 Financial Services: Insurance Ch. 4 Financial Services: Securities Brokerage and Investment Banking Ch. 5 Financial Services: Mutual Funds and Hedge Funds Ch. 6 Financial Services: Finance Companiesv Ch. 7 Risks of Financial Institutions Part II Measuring Risk Ch. 8 Interest Rate Risk I Appendix 8A The Maturity Model (online) Appendix 8B Term Structure of Interest Rates Ch. 9 Interest Rate Risk II Appendix 9A The Basics of Bond Valuation (online) Appendix 9B Incorporating Convexity into the Duration Model Ch. 10 Market Risk Ch. 11 Credit Risk: Individual Loan Risk Appendix 11A Credit Analysis (online) Appendix 11B Black-Scholes Option Pricing Model (online) Ch. 12 Credit Risk: Loan Portfolio and Concentration Risk Appendix 12A CreditMetrics Appendix 12B CreditRisk+ Ch. 13 Off-Balance-Sheet Risk Appendix 13A A Letter of Credit Transaction (online) Ch. 14 Foreign Exchange Risk Ch. 15 Sovereign Risk Appendix 15A Mechanisms for Dealing with Sovereign Risk Exposure Ch. 16 Technology and Other Operational Risks Ch. 17 Liquidity Risk Appendix 17A Sources and Uses of Funds Statement, Bank of America, December 2005 (online) Part III Managing Risk Ch. 18 Liability and Liquidity Management Appendix 18A Federal Reserve Requirement Accounting Appendix 18B Bankers Acceptances and Commercial Paper as Sources of Financing Ch. 19 Deposit Insurance and Other Liability Guarantees Appendix 19A Calculation of Deposit Insurance Premiums Appendix 19B FDIC Press Releases of Bank Failures Appendix 19C Deposit Insurance Coverage for Commercial Banks in Various Countries Ch. 20 Capital Adequacy Appendix 20A Internal Ratings-Based Approach to Measuring Credit Risk-Adjusted Assets Ch. 21 Product and Geographic Expansion Appendix 21A EU and G-10 Countries: Regulatory Treatment of the Mixing of Banking, Securities, and Insurance Activities and the Mixing of Banking and Commerce (online) Ch. 22 Futures and Forwards Appendix 22A Microhedging with Futures (online) Ch. 23 Options, Caps, Floors, and Collars Appendix 23A Black-Scholes Option Pricing Model (online) Appendix 23B Microhedging with Options (online) Ch. 24 Swaps Appendix 24A Setting Rates on an Interest Rate Swap Ch. 25 Loan Sales Ch. 26 Securitization Appendix 26A Fannie Mae and Freddie Mac Balance Sheets (online)