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Foreword. Acknowledgements. Prologue. PART I: FINANCIAL SYSTEMS. 1. Securities Markets and Financial Intermediation. 2. Introduction to Securities Valuations. 3. Central Banks and the Creation of Money. PART II: THE SPREAD BUSINESS. 4. Deposit Taking and Other Funding. 5. Corporate Lending. 6. Operational Services. 7. Mortgage Lending. 8. Credit Cards and Other Retail Loans. Part III: RISK MANAGEMENT. 9. The Controls Cycle. 10. Managing Interest Rate and FX Risk. 11. Trading. 12. Managing Market Risk. 13. Managing Credit Risk. 14. Capital Management. Part IV: CAPITAL MARKETS. 15. Fund Management. 16. Investment Banking. 17. Securitization. PART V: BANK VALUATIONS AND ACQUISITIONS. 18. Bank Valuations. 19. Bank Acquisitions. PART VI: PROBLEM LOANS AND BANKING CRISES. 20. Corporate Failures and Problem Loans. 21. Banking Crises. 22. Dealing with & Valuing Insolvent Banks. PART VII: SUPERVISION & FINANCIAL STATEMENTS. 23. Regulation, Supervision and Policing. 24. The Balance Sheet. 25. The Income Statement. PRIMERS. Statistics for Finance. Derivation of Duration and Convexity. Financial Institutions. Appendix I: The Basel Accord. Appendix II: Glossary of Terms. Sources and Further Reading. Index.
Stephen Frost was educated in the UK at King's College, Cambridge University where he majored in theoretical physics. He is a Sloan Fellow of the London Business School and a member of the Association for Investment Management and Research (AIMR) and is a CFA charterholder. The author spent a decade working as head of regional financial institution research at UBS Securities and, more recently, at HSBC Securities in Asia, and has also worked in the banking industry in London and New York.
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