Bank Valuation and Value-Based Management: Deposit and Loan Pricing, Performance Evaluation, and Risk Management

Bank Valuation and Value-Based Management: Deposit and Loan Pricing, Performance Evaluation, and Risk Management

by Jean Dermine
     
 

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[flap copy]

Bank Valuation & Value-Based Management provides bankers, bank regulators, auditors, and risk managers with reliable foundational concepts and practical tools for effectively managing a bank.

An expert in asset and liability management, European financial markets, and banking theory, Jean Dermine provides rigorous foundations to discuss

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Overview

[flap copy]

Bank Valuation & Value-Based Management provides bankers, bank regulators, auditors, and risk managers with reliable foundational concepts and practical tools for effectively managing a bank.

An expert in asset and liability management, European financial markets, and banking theory, Jean Dermine provides rigorous foundations to discuss asset and liability management at a global level, with an integrated focus on an institution's banking book. He then discusses bank valuation, fund transfer pricing, deposit and loan pricing, risk management, and performance measurement, and addresses two high-profile issues for banks worldwide: portfolio credit risk and liquidity risk.

This thorough and innovative guide presents insightful coverage on the hazards of measuring portfolio credit risk, the impact of liquidity risk on fund transfer pricing, and the practice of performance measurement in the banking industry. Numerous real-world examples from the U.S. sub-prime crisis help illustrate the nature and dynamics of these issues.

Inside, you will find an integrated framework for discussing such managerial issues as:

  • Bank valuation
  • Fund transfer pricing
  • Deposit pricing
  • Capital management
  • Loan pricing and provisioning
  • Securitization
  • Measurement of interest rate risk
  • Measurement of performances

At the same time that it helps readers develop an intuitive sense for asset-liability management, this practical book follows through with rigorous mathematical formulas and examples from the international banking community. In addition, exercises are incorporated throughout the text to facilitate discussions of how theoretical concepts in the covered material can be practically applied to real-world scenarios. Solutions are listed on the book's companion website, mhprofessional.com/bankvaluation.

Creating value in banking depends on a rock-solid understanding of what drives value and the right valuation model to help make the tough decisions that will enhance shareholder value. Bank Valuation & Value-Based Management is your one-stop reference for each of these critical issues.

[back cover]

The most thorough and timely valuation model created exclusively for banks

Inside this authoritative guidebook, acclaimed professor Jean Dermine expertly presents the mechanics of controlling value creation and risk in banks and outlines how to implement that know-how by using his own highly effective valuation model, specifically designed for banks.

Bank Valuation & Value-Based Management offers a uniquely integrated perspective on asset-liability management and addresses such critical and timely bank-management topics as liquidity management, deposit and loan pricing, loan loss provisioning, portfolio credit risk, capital management, securitization, and performance measurement.

Culled from the author's 25 years of work at INSEAD, Bank Valuation & Value-Based Management features illustrative exercises at the end of each chapter, as well as numerous real-world examples to reinforce the practical aspects of the covered material.

Sound bank management skills are in high demand, and Bank Valuation & Value-Based Management is the savvy professional's bible for getting ahead in the industry.

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Product Details

ISBN-13:
9780071785785
Publisher:
McGraw-Hill Education
Publication date:
09/01/2009
Sold by:
Barnes & Noble
Format:
NOOK Book
Pages:
432
File size:
8 MB

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