Managing financial institutions : an asset/liability approach

Chapter 1:: Introduction: Changing Times for Financial Institutions Part I: The Environment of Asset/Liability Management Chapter 2: Asset/Liability Management: What and Why? Chapter 3: Regulation, Technology, and Financial Innovation: Appendix 3A: The Federal Reserve System and International Policy Coordination Chapter 4: Background Issues: Consolidation Trends, Moral Hazard Issues Types of Ownership and: Organizations Virtual Banks and E-Cash Part 2: Background and Performance Analysis of Depository Institutions Chapter 5: Overview Bank Financial Statements for Depository Institutions Chapter 6: Performance and Risk Analysis Chapter 7: Credit Unions and Savings Institutions Chapter 8: Capital Regulations and Management RAROC and Dividend Policies Chapter 9: Managing Non-interest Revenues and Associated Risks Securitization Value at Risk and : Economic Value Added Part 3: Management Issues and Performance Analysis of Non-Depository Institutions Chapter 10: Insurance Company Management Chapter 11: Investment Banks and Retail Security Firms and Ethical Issues Chapter 12: Management of Mutual Funds and Pension Funds Chapter 13: Management of Finance Companies and Diversified Financial Firms Part 4: Interest Rate & Foreign Exchange Environment Chapter 14: Interest Rates, Exchange Rates, and Inflation: Theories and Forecasting Chapter 15: Term Structure Theories and Management Applications Chapter 16: Interest Rate Risk Measurement and Immunization Using Duration Part 5: Hedging: Managing Risk with Derivatives/Securitization Chapter 17: Managing Risk with Interest Rate and Foreign Currency Futures Chapter 18: Managing Risk with Index Futures, Options, Swaps, Credit Derivatives & Other Derivatives Part 6: Particular Asset/Liability Management Problems: Depository Institutions Chapter 19: Asset Management: Liquidity and Securities Portfolio Management Chapter 20: Deposit and Liability Management Chapter 21: Commercial, Consumer, and Mortgage Lending Part 7: Consolidation and International Issues for Financial Institutions Chapter 22: Financial Institutions Mergers and Long-Term Asset Decisions Chapter 23: International Lending Crises and Risk Issues