Financial Institutions Management: A Risk Management Approach
Table of Contents

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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 Banking

Ch. 5 Financial Services: Mutual Funds and Hedge Funds

Ch. 6 Financial Services: Insurance

Ch. 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 Rates

Ch. 9 Interest Rate Risk II

Appendix 9A The Basics of Bond Valuation (online)

Appendix 9B Incorporating Convexity into the Duration Model

Ch. 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 Risk

Appendix 14A Mechanisms for Dealing with Sovereign Risk Exposure

Ch. 15 Market Risk

Ch. 16 Off-Balance-Sheet Risk

Appendix 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 Securitization

Appendix 26A Fannie Mae and Freddie Mac Balance Sheets (online)