Financial Institutions Management A Risk Management Approach by Anthony Saunders and Marcia Millon Cornett

Brief Contents PART ONE Introduction 1

1 Why Are Financial Intermediaries Special? 2

2 The Financial Services Industry: Depository Institutions 27

3 The Financial Services Industry: Insurance Companies 66

4 The Financial Services Industry: Securities Firms and Investment Banks 93

5 The Financial Services Industry: Mutual Funds and Hedge Funds 118

6 The Financial Services Industry: Finance Companies 153

7 Risks of Financial Intermediation 168 PART TWO Measuring Risk 189 8 Interest Rate Risk I 190

9 Interest Rate Risk II 221

10 Market Risk 266

11 Credit Risk: Individual Loan Risk 295

12 Credit Risk: Loan Portfolio and Concentration Risk 348

13 Off-Balance-Sheet Risk 372

14 Foreign Exchange Risk 400

15 Sovereign Risk 425

16 Technology and Other Operational Risks 458

17 Liquidity Risk 493

PART THREE Managing Risk 519

18 Liability and Liquidity Management 520

19 Deposit Insurance and Other Liability Guarantees 551

20 Capital Adequacy 586

21 Product Diversification 631

22 Geographic Expansion 656 23 Futures and Forwards 691

24 Options, Caps, Floors, and Collars 728

25 Swaps 769

26 Loan Sales 797

27 Securitization 814

Financial_Institutions_Management_AntonySaunders_TextBook

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