Home > General > Bank Valuation and Value Based Management: Deposit and Loan Pricing, Performance Evaluation, and Risk, 2nd Edition
21%
Bank Valuation and Value Based Management: Deposit and Loan Pricing, Performance Evaluation, and Risk, 2nd Edition

Bank Valuation and Value Based Management: Deposit and Loan Pricing, Performance Evaluation, and Risk, 2nd Edition

4.8       |  4 Reviews 
5
4
3
2
1

Out of Stock


Premium quality
Premium quality
Bookswagon upholds the quality by delivering untarnished books. Quality, services and satisfaction are everything for us!
Easy Return
Easy return
Not satisfied with this product! Keep it in original condition and packaging to avail easy return policy.
Certified product
Certified product
First impression is the last impression! Address the book’s certification page, ISBN, publisher’s name, copyright page and print quality.
Secure Checkout
Secure checkout
Security at its finest! Login, browse, purchase and pay, every step is safe and secured.
Money back guarantee
Money-back guarantee:
It’s all about customers! For any kind of bad experience with the product, get your actual amount back after returning the product.
On time delivery
On-time delivery
At your doorstep on time! Get this book delivered without any delay.
Notify me when this book is in stock
Add to Wishlist

About the Book

Anchored in the fields of economics and finance, Bank Valuation and Value Based Management, Second Edition details asset-liability management and provides rigorous foundations to discuss the control of value creation and risk in banks.

Dermine delivers a framework that addresses critical bank management issues that include fund transfer pricing, risk-adjusted performance evaluation, deposit pricing, capital management, loan pricing and provisioning, securitization, and the measurement of interest rate risk. The book also covers important topics, such as capital management methods, resolution for non-performing loans and investments, and securitization and other structured products.

About the Author

Jean Dermine is the Professor of Banking and Finance at INSEAD and has taught at Wharton School of the University of Pennsylvania, the Universities of Louvain and Lausanne, CESAG, NYU, and Stockholm Schools of Economics.



Table of Contents:
• Introduction • Acknowledgments 1. Discounting, Present Value, and the Yield Curve 2. Coupon Bond Rate, Zero-Coupon Bond Rate, Forward Rates, and the Shape of the Yield Curve 3. Statistics: A Review 4. The Economics of Banking and a Bank’s Balance Sheet and Income Statement PART ONE BANK VALUATION 5. The Valuation of Banks, Part 1 6. The Valuation of Banks, Part 2 7. Economic and Strategic Drivers of Bank Valuation 8. Valuation of Fee-Based Activities PART TWO VALUE-BASED MANAGEMENT 9. Value-Based Management in Banking: An Introduction 10. Fund Transfer Pricing: Foundation and Advanced Approaches 11. Deposit Pricing and Repurchase Agreements 12. Capital Regulation (Basel I), Economic Capital Allocation, and Loan Pricing I (the Equity Spread) 13. Capital Regulation (Basel II) 14. Loss Given Default and Provisions on Nonperforming Loans 15. Loan Pricing II, Loan Loss Provisions on Performing Loans, and Estimates of Probabilities of Default 16. Securitization PART THREE RISK MANAGEMENT 17. Risk Management in Banking: An Overview 18. The Control of Interest-Rate Risk on the Banking Book, Part 1: The Earnings at Risk 19. The Control of Interest-Rate Risk on the Banking Book, Part 2: The Economic Value at Risk 20. Value at Risk in the Trading Book: The Aggregation of Risks 21. Liquidity Risk and Value Creation 22. The Basel III Global Regulatory Framework for More Resilient Banks and Banking Systems 23. Credit Risk Portfolio Diversification: Credit Value at Risk 24. Marginal Risk Contribution, Diversification, and Economic Capital Allocation 25. Forwards, Futures, Swaps, and Options: Counterparty Risk 26. Credit Derivatives 27. Operational Risk PART FOUR SPECIAL TOPICS 28. Islamic Banking, Interest-Free Banking 29. Prudential Regulations, Safety Nets, and Corporate Structure of International Banks (Branches versus Subsidiaries) • Glossary • Solutions to Exercises • References • Index


Best Sellers



Product Details
  • ISBN-13: 9789339219369
  • Publisher: McGraw Hill Education
  • Binding: Paperback
  • No of Pages: 528
  • ISBN-10: 9339219368
  • Publisher Date: 2014
  • Language: English

Related Categories

Similar Products

How would you rate your experience shopping for books on Bookswagon?

Add Photo
Add Photo

Customer Reviews

4.8       |  4 Reviews 
out of (%) reviewers recommend this product
Top Reviews
Rating Snapshot
Select a row below to filter reviews.
5
4
3
2
1
Average Customer Ratings
4.8       |  4 Reviews 
00 of 0 Reviews
Sort by :
Active Filters

00 of 0 Reviews
SEARCH RESULTS
1–2 of 2 Reviews
    BoxerLover2 - 5 Days ago
    A Thrilling But Totally Believable Murder Mystery

    Read this in one evening. I had planned to do other things with my day, but it was impossible to put down. Every time I tried, I was drawn back to it in less than 5 minutes. I sobbed my eyes out the entire last 100 pages. Highly recommend!

    BoxerLover2 - 5 Days ago
    A Thrilling But Totally Believable Murder Mystery

    Read this in one evening. I had planned to do other things with my day, but it was impossible to put down. Every time I tried, I was drawn back to it in less than 5 minutes. I sobbed my eyes out the entire last 100 pages. Highly recommend!


Sample text
Photo of
    Media Viewer

    Sample text
    Reviews
    Reader Type:
    BoxerLover2
    00 of 0 review

    Your review was submitted!
    Bank Valuation and Value Based Management: Deposit and Loan Pricing, Performance Evaluation, and Risk, 2nd Edition
    McGraw Hill Education -
    Bank Valuation and Value Based Management: Deposit and Loan Pricing, Performance Evaluation, and Risk, 2nd Edition
    Writing guidlines
    We want to publish your review, so please:
    • keep your review on the product. Review's that defame author's character will be rejected.
    • Keep your review focused on the product.
    • Avoid writing about customer service. contact us instead if you have issue requiring immediate attention.
    • Refrain from mentioning competitors or the specific price you paid for the product.
    • Do not include any personally identifiable information, such as full names.

    Bank Valuation and Value Based Management: Deposit and Loan Pricing, Performance Evaluation, and Risk, 2nd Edition

    Required fields are marked with *

    Review Title*
    Review
      Add Photo Add up to 6 photos
      Would you recommend this product to a friend?
      Tag this Book
      Read more
      Does your review contain spoilers?
      What type of reader best describes you?
      I agree to the terms & conditions
      You may receive emails regarding this submission. Any emails will include the ability to opt-out of future communications.

      CUSTOMER RATINGS AND REVIEWS AND QUESTIONS AND ANSWERS TERMS OF USE

      These Terms of Use govern your conduct associated with the Customer Ratings and Reviews and/or Questions and Answers service offered by Bookswagon (the "CRR Service").


      By submitting any content to Bookswagon, you guarantee that:
      • You are the sole author and owner of the intellectual property rights in the content;
      • All "moral rights" that you may have in such content have been voluntarily waived by you;
      • All content that you post is accurate;
      • You are at least 13 years old;
      • Use of the content you supply does not violate these Terms of Use and will not cause injury to any person or entity.
      You further agree that you may not submit any content:
      • That is known by you to be false, inaccurate or misleading;
      • That infringes any third party's copyright, patent, trademark, trade secret or other proprietary rights or rights of publicity or privacy;
      • That violates any law, statute, ordinance or regulation (including, but not limited to, those governing, consumer protection, unfair competition, anti-discrimination or false advertising);
      • That is, or may reasonably be considered to be, defamatory, libelous, hateful, racially or religiously biased or offensive, unlawfully threatening or unlawfully harassing to any individual, partnership or corporation;
      • For which you were compensated or granted any consideration by any unapproved third party;
      • That includes any information that references other websites, addresses, email addresses, contact information or phone numbers;
      • That contains any computer viruses, worms or other potentially damaging computer programs or files.
      You agree to indemnify and hold Bookswagon (and its officers, directors, agents, subsidiaries, joint ventures, employees and third-party service providers, including but not limited to Bazaarvoice, Inc.), harmless from all claims, demands, and damages (actual and consequential) of every kind and nature, known and unknown including reasonable attorneys' fees, arising out of a breach of your representations and warranties set forth above, or your violation of any law or the rights of a third party.


      For any content that you submit, you grant Bookswagon a perpetual, irrevocable, royalty-free, transferable right and license to use, copy, modify, delete in its entirety, adapt, publish, translate, create derivative works from and/or sell, transfer, and/or distribute such content and/or incorporate such content into any form, medium or technology throughout the world without compensation to you. Additionally,  Bookswagon may transfer or share any personal information that you submit with its third-party service providers, including but not limited to Bazaarvoice, Inc. in accordance with  Privacy Policy


      All content that you submit may be used at Bookswagon's sole discretion. Bookswagon reserves the right to change, condense, withhold publication, remove or delete any content on Bookswagon's website that Bookswagon deems, in its sole discretion, to violate the content guidelines or any other provision of these Terms of Use.  Bookswagon does not guarantee that you will have any recourse through Bookswagon to edit or delete any content you have submitted. Ratings and written comments are generally posted within two to four business days. However, Bookswagon reserves the right to remove or to refuse to post any submission to the extent authorized by law. You acknowledge that you, not Bookswagon, are responsible for the contents of your submission. None of the content that you submit shall be subject to any obligation of confidence on the part of Bookswagon, its agents, subsidiaries, affiliates, partners or third party service providers (including but not limited to Bazaarvoice, Inc.)and their respective directors, officers and employees.

      Accept

      New Arrivals



      Inspired by your browsing history


      Your review has been submitted!

      You've already reviewed this product!