Financial Risk Management In Banking: The Theory and Application of Asset and Liability Management [Hardcover]

Dennis Uyemura (Author), Donald van Deventer (Author)

Book Description

ISBN-10: 1557383537 | ISBN-13: 978-1557383532 | Publication Date: November 1, 1992 | Edition: 1

An in-deph review of the tremendous risk and volatility in bank financial management. Financial Risk Management in Banking provides a practical and comprehensive overview of aggressive asset and liability management (ALM) which highlights the nuances that set ALM apart from basic financial concepts and practices as they are taught even at the MBA level. It demonstrates how ALM apart from basic financial concepts and practices as they are taught even at the MBA level. It demonstrates how ALM can strengthen the capital position of today's financial institution. Topics include: how accounting concepts can interfere with ALM; currency and international funds risk; the multi-dimensional aspects of bank financial risk; the relationship between cash flow, market value and risk.

Editorial Reviews

About the Author

McGraw-Hill authors represent the leading experts in their fields and are dedicated to improving the lives, careers, and interests of readers worldwide

Product Details

• Hardcover: 350 pages
• Publisher: McGraw-Hill; 1 edition (November 1, 1992)
• Language: English
• ISBN-10: 1557383537
• ISBN-13: 978-1557383532
• Product Dimensions: 9.1 x 5.9 x 1.2 inches
• Shipping Weight: 1.2 pounds
• Average Customer Review: 4.6 out of 5 stars  See all reviews (5 customer reviews)
• Amazon Best Sellers Rank: #1,335,657 in Books (See Top 100 in Books)

Customer Reviews

Most Helpful Customer Reviews

17 of 22 people found the following review helpful:

5.0 out of 5 stars Excellent introductory and relatively adv risk mgmt material, May 27, 1999

By A Customer

This review is from: Financial Risk Management In Banking: The Theory and Application of Asset and Liability Management (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:

5.0 out of 5 stars Simply perfect, April 22, 2003

By 

Sergio Weguelin (Rio de Janeiro, RJ Brazil) - See all my reviews

This review is from: Financial Risk Management In Banking: The Theory and Application of Asset and Liability Management (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:

4.0 out of 5 stars An excellent primer on ALM., May 28, 2003

By 

Gaetan Lion - See all my reviews
(TOP 1000 REVIEWER)    (REAL NAME)   

This review is from: Financial Risk Management In Banking: The Theory and Application of Asset and Liability Management (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.