Cuprins
Part
I
Introduction
Ch.
1
Why
Are
Financial
Institutions
Special?
Appendix
1A
The
Financial
Crisis:
The
Failure
of
Financial
Services
Institution
Specialness
(online)
Appendix
1B
Monetary
Policy
Tools
(online)Ch.
2
Financial
Services:
Depository
Institutions
Appendix
2A
Financial
Statement
Analysis
Using
a
Return
on
Equity
(ROE)
Framework
(online)
Appendix
2B
Commercial
Banks’
Financial
Statements
and
Analysis
(online)Appendix
2C
Depository
Institutions
and
Their
Regulators
(online)
Appendix
2D
Technology
in
Commercial
Banking
(online)Ch.
3
Financial
Services:
Finance
Companies
Ch.
4
Financial
Services:
Securities
Brokerage
and
Investment
BankingCh.
5
Financial
Services:
Mutual
Funds
and
Hedge
Funds
Ch.
6
Financial
Services:
InsuranceCh.
7
Risks
of
Financial
Institutions
Part
II
Measuring
Risk
Ch.
8
Interest
Rate
Risk
I
Appendix
8A
The
Maturity
Model
(online)
Appendix
8B
Term
Structure
of
Interest
RatesCh.
9
Interest
Rate
Risk
II
Appendix
9A
The
Basics
of
Bond
Valuation
(online)
Appendix
9B
Incorporating
Convexity
into
the
Duration
ModelCh.
10
Credit
Risk:
Individual
Loan
Risk
Appendix
10A
Credit
Analysis
(online)
Appendix
10B
Black-Scholes
Option
Pricing
Model
(online)Ch.
11
Credit
Risk:
Loan
Portfolio
and
Concentration
Risk
Appendix
11A
CreditMetrics
Appendix
11B
CreditRisk+Ch.
12
Liquidity
Risk
Appendix
12A
Sources
and
Uses
of
Funds
Statement,
Bank
of
America,
March
2012
(online)
Ch.
13
Foreign
Exchange
Risk
Ch.
14
Sovereign
RiskAppendix
14A
Mechanisms
for
Dealing
with
Sovereign
Risk
Exposure
Ch.
15
Market
Risk
Ch.
16
Off-Balance-Sheet
RiskAppendix
16A
A
Letter
of
Credit
Transaction
(online)
Ch.
17
Technology
and
Other
Operational
Risks
Part
III
Managing
Risk
Ch.
18
Liability
and
Liquidity
Management
Appendix
18A
Federal
Reserve
Requirement
Accounting
(online)
Appendix
18B
Bankers
Acceptances
and
Commercial
Paper
as
Sources
of
Financing
(online)Ch.
19
Deposit
Insurance
and
Other
Liability
Guarantees
Appendix
19A
Calculation
of
Deposit
Insurance
Premiums
Appendix
19B
FDIC
Press
Releases
of
Bank
Failures
(online)Appendix
19C
Deposit
Insurance
Coverage
for
Commercial
Banks
in
Various
Countries
(online)
Ch.
20
Capital
Adequacy
Appendix
20A
Internal
Ratings-Based
Approach
to
Measuring
Credit
Risk-Adjusted
Assets
Appendix
20B
Methodology
Used
to
Determine
G-SIBs
Capital
Surcharge
(online)Ch.
21
Product
and
Geographic
Expansion
Appendix
21A
EU
and
G-10
Countries:
Regulatory
Treatment
of
the
Mixing
of
Banking,
Securities,
and
Insurance
Activities
and
the
Mixing
of
Banking
and
Commerce
(online)
Ch.
22
Futures
and
Forwards
Appendix
22A
Microhedging
with
Futures
(online)
Ch.
23
Options,
Caps,
Floors,
and
Collars
Appendix
23A
Black-Scholes
Option
Pricing
Model
(online)
Appendix
23B
Microhedging
with
Options
(online)Ch.
24
Swaps
Appendix
24A
Setting
Rates
on
an
Interest
Rate
Swap
Ch.
25
Loan
Sales
Ch.
26
SecuritizationAppendix
26A
Fannie
Mae
and
Freddie
Mac
Balance
Sheets
(online)