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Renowned for his expertise in asset and liability management, European financial markets, and banking theory, Dermine provides the most comprehensive reference available on the essence of banking -asset-liability management, with particular focus on an institution's banking book.
Along with an in-depth exploration of what drives value in a bank, he equips you with his personal bank valuation model aimed at assessing decisions that enhance shareholder value.
Complementing his toolbox of practical instruments for valuing banks, Dermine gives you a robust, integrated value-based management framework for addressing such managerial issues as fund transfer pricing, risk-adjusted performance evaluation, deposit pricing, capital management, loan pricing and provisioning, securization, and the measurement of interest-rate risk.
