Author: Thomas Sumners BellPublisher:
ISBN:
Category : Assets (Accounting)
Languages : en
Pages : 236
Book Description
Analysis of the contemporary issues and practices existing in bond portfolio management of commercial banks in Texas
Author: Thomas Sumners BellPublisher:
ISBN:
Category : Assets (Accounting)
Languages : en
Pages : 236
Book Description
Managing Credit Risk in Corporate Bond Portfolios
Author: Srichander RamaswamyPublisher: John Wiley & Sons
ISBN: 0471488321
Category : Business & Economics
Languages : en
Pages : 256
Book Description
Expert guidance on managing credit risk in bond portfolios Managing Credit Risk in Corporate Bond Portfolios shows readers howto measure and manage the risks of a corporate bond portfolioagainst its benchmark. This comprehensive guide explores a widerange of topics surrounding credit risk and bond portfolios,including the similarities and differences between corporate andgovernment bond portfolios, yield curve risk, default and creditmigration risk, Monte Carlo simulation techniques, and portfolioselection methods. Srichander Ramaswamy, PhD (Basel, Switzerland), is Head ofInvestment Analysis at the Bank for International Settlements (BIS)in Basel, Switzerland, and Adjunct Professor of Banking andFinance, University of Lausanne.
An Analysis of Investment Services Offered by Metropolitan Texas Banks to Smaller Correspondent Banks
Author: James C. DolleyPublisher:
ISBN:
Category : Bank investments
Languages : en
Pages : 90
Book Description
Municipal bond portfolio management in a small commercial bank
Author: Donald Ray DruebertPublisher:
ISBN:
Category : Bank investments
Languages : en
Pages : 124
Book Description
Advanced Bond Portfolio Management
Author: Frank J. FabozziPublisher: Wiley
ISBN: 0471785768
Category : Business & Economics
Languages : en
Pages : 576
Book Description
In order to effectively employ portfolio strategies that can control interest rate risk and/or enhance returns, you must understand the forces that drive bond markets, as well as the valuation and risk management practices of these complex securities. In Advanced Bond Portfolio Management, Frank Fabozzi, Lionel Martellini, and Philippe Priaulet have brought together more than thirty experienced bond market professionals to help you do just that. Divided into six comprehensive parts, Advanced Bond Portfolio Management will guide you through the state-of-the-art techniques used in the analysis of bonds and bond portfolio management. Topics covered include: General background information on fixed-income markets and bond portfolio strategies The design of a strategy benchmark Various aspects of fixed-income modeling that will provide key ingredients in the implementation of an efficient portfolio and risk management process Interest rate risk and credit risk management Risk factors involved in the management of an international bond portfolio Filled with in-depth insight and expert advice, Advanced Bond Portfolio Management is a valuable resource for anyone involved or interested in this important industry.
The Theory and Practice of Bond Portfolio Management
Author: Peter L. BernsteinPublisher:
ISBN:
Category : Bonds
Languages : en
Pages : 168
Book Description
Analysis of active bond portfolio management
Author: Robert Ferris BowmanPublisher:
ISBN:
Category : Bonds
Languages : en
Pages : 234
Book Description
Principles of Bank Investment
Author: Pennsylvania Bankers Association. Bond portfolio committeePublisher:
ISBN:
Category : Banks and banking
Languages : en
Pages : 248
Book Description
Modern Multi-Factor Analysis of Bond Portfolios
Author: Giovanni Barone-AdesiPublisher: Springer
ISBN: 1137564865
Category : Business & Economics
Languages : en
Pages : 137
Book Description
Where institutions and individuals averagely invest the majority of their assets in money-market and fixed-income instruments, interest rate risk management could be seen as the single most important global financial issue. However, the majority of the key techniques used by most investors were developed several decades ago, and the advantages of multi-factor models are not fully recognised by many researchers and practitioners. This book provides clear and practical insight into bond portfolios and portfolio management through key empirical analysis. The authors use extensive sets of empirical data to describe the value potentially added by more recent techniques to manage interest rate risk relative to traditional techniques and to present empirical evidence of such an added value. Beginning with a description of the simplest models and moving on to the most complex, the authors offer key recommendations for the future of rate risk management.
Selected Topics in Bond Portfolio Management
Author: Frank J. FabozziPublisher: John Wiley & Sons
ISBN: 9781883249281
Category : Business & Economics
Languages : en
Pages : 228
Book Description
The bond market is one of the largest and most important financial markets in the world. For professional investors, building and managing a portfolio of bonds to achieve above-market returns is a continual challenge. In Selected Topics in Bond Portfolio Management, leading experts discuss state-of-the-art strategies for managing indexed, corporate, high-yield, municipal, and global bond portfolios. Each chapter includes questions and answers to enhance the reader's understanding.