Index
ABCP see asset-backed commercial paper
accrual pricing
agenda, ALM
ALCO see asset and liability committee
ALM see asset and liability management
annualized interest rates
annuities
arbitrage
asset and liability committee (ALCO)
agenda
ALM
developments
policy
report
business planning
hedging
interest rate risk
internal funding policy
large banks
management reporting
medium banks
members
objectives
policy
regular discussion points
reporting
simulation modelling
small banks
strategic overview
asset and liability management (ALM)
banking book
basic concepts
capital management
cornerstone philosophy
derivative trading house
desk/unit
developments
example
foundations
gap
interest rate risk
policy
roles of desk
securitization
traditional
value-at-risk
see also asset and liability committee; liquidity ; net present value
asset-enrule;backed commercial paper (ABCP)
characteristics
conduits
structure illustration
assets
Basel II
core/non-core
fixed-rate
internal funding policy
liquidity gap
liquidity ratio
maturity
pricing
ROC
short-term debt
weighted risk
see also asset
Atkinson, Paul
back-up facilities
balance sheets
components
liquidity policy
securitization
bancassurance groups
bank bills see banker’s acceptances
Bank of England
capital structure
report 2009
yield curve
Bank for International Settlements (BIS)
banker’s acceptances
banking book
Basel I
Basel III
liquidity gap
PVBP reports
simulation modelling
Basel Accord 1988
Basel Committee for Banking Supervision (BCBS)
