The Moorad Choudhry Anthology : Past, Present and Future Principles of Banking and Finance

Cover -- Title Page -- Copyright -- Contents -- Foreword Paul Fisher -- Foreword Professor Alexander Lipton -- Foreword Rundheersing Bheenick -- Preface -- Acknowledgments -- About the Author -- List of Extract Book Titles -- Part I: Principles of Banking, Finance and Financial Products -- Chapter 1: A Primer on Banking, Finance and Financial Instruments -- An Introduction to Banking -- An Introduction to Debt Financial Markets -- An Introduction to Financial Market Products -- Bank Structures and Business Models -- Appendix 1.A: Financial Markets Arithmetic -- Appendix 1.B: Leadership Lessons From The World of Sport -- Appendix 1.C: The Global Master Repurchase Agreement -- Selected Bibliography and References -- Chapter 2: Derivative Instruments and Hedging -- Asset Swaps and Relative Value -- Post-2008 Crash Swap Discounting and Valuation Principles -- Appendix 2.A: The Par Asset Swap Spread -- Selected Bibliography and References -- Chapter 3: The Yield Curve -- Constructing the Bank's Internal Yield Curve -- Market Approach for FTP Curve Construction -- Application of Ordinary Least Squares Method and Nelson-Siegel Family Approaches -- Sonia Yield Curve -- Conclusion -- Appendix 3.A: ALCO Submission Paper -- Selected Bibliography and References -- Chapter 4: Eurobonds, Securitisation and Structured Finance -- Selected Bibliography and References -- Part II: Bank Regulatory Capital and Risk Management -- Chapter 5: Banks and Risk Management -- The Risk Management Universe for Banks -- Policy templates -- Selected Bibliography and References -- Chapter 6: Banks and Credit Risk -- Understanding and Managing Credit Risk: Part 1 -- De(re)constructing the B2 Credit Risk Airb Formula -- Understanding and Managing Credit Risk: Part 2 -- Selected Bibliography and References -- Chapter 7: Understanding and Managing Operational Risk.