Bank Treasury Management »

Vincent Baritsch is an adviser and consultant on European Financial Regulation at the Financial Services Authority.

* Covers existing and forthcoming regulation
* U.S. and EU legislation presented as well as FSA supervision in Britain
* This rapidly changing area is clearly explained Financial regulations are expanding rapidly, and this book expertly summarizes them for the banker. The principal activities of the bank treasury function are set in the context of all the existing and forthcoming legislation and regulation in the US, Britain, and the EU. After covering risk exposure, this volume presents a legislative overview with in-depth coverage of its impact on the banker. Finally, the author deals with the markets and explains their rules and documentation.

The functions of a bank’s treasury Prudential controls Funding issues Liquidity Market risk Interest rate risk Foreign exchange risk Credit risk Operational risk UK financial services legislation Banking supervision and the FSA Wholesale markets EU legislation International regulatory framework Capital adequacy The functions and structures of financial markets Offshore financial centers (OFCs)
The foreign exchange markets The London money markets Money market instruments Eurobonds Medium term notes (MTNs)
Gilts and repo markets Securitization Credit derivatives Forward-rate agreements (FRAs) and FRABBA terms Interest rate and currency swaps, including ISDA documentation Financial futures markets Financial options List of abbreviations Index