Bank Asset and Liability Management: Strategy, Trading, Analysis by Moorad Choudhry
Bank Asset and Liability Management: Strategy, Trading, Analysis
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Moorad Choudhry
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Bank Asset and Liability Management: Strategy, Trading, Analysis

Moorad Choudhry

1440 pages • first pub 2007 (editions)

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Liquidity, gap and funding risk management Hedging using interest-rate derivatives and credit derivatives Impact of Basel II Securitisation and balance sheet management Structured finance products including asset-backed commercial paper, mortgag...

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