Handbook of Asset and Liability Management

The Handbooks in Finance are intended to be a definitive source for comprehensive and accessible information in the field of finance. Each individual volume in the series presents an accurate self-contained survey of a sub-field of finance, suitable for use by finance and economics professors and lecturers, professional researchers, graduate students and as a teaching supplement. It is fitting that the series Handbooks in Finance devotes a handbook to Asset and Liability Management. Volume 2 focuses on applications and case studies in asset and liability management. The growth in knowledge about practical asset and liability modeling has followed the popularity of these models in diverse business settings. This volume portrays ALM in practice, in contrast to Volume 1, which addresses the theories and methodologies behind these models. In original articles practitioners and scholars describe and analyze models used in banking, insurance, money management, individual investor financial planning, pension funds, and social security. They put the traditional purpose of ALM, to control interest rate and liquidity risks, into rich and broad-minded frameworks. Readers interested in other business settings will find their discussions of financial institutions both instructive and revealing. * Focuses on pragmatic applications * Relevant to a variety of risk-management industries * Analyzes models used in most financial sectors

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  • Author : Stavros A. Zenios
  • Publisher : Elsevier
  • Pages : 684 pages
  • ISBN : 9780080548562
  • Rating : 4/5 from 1 reviews
CLICK HERE TO GET THIS BOOKHandbook of Asset and Liability Management

Handbook of Asset and Liability Management

Handbook of Asset and Liability Management
  • Author : Stavros A. Zenios,William T. Ziemba
  • Publisher : Elsevier
  • Release : 08 August 2007
GET THIS BOOKHandbook of Asset and Liability Management

The Handbooks in Finance are intended to be a definitive source for comprehensive and accessible information in the field of finance. Each individual volume in the series presents an accurate self-contained survey of a sub-field of finance, suitable for use by finance and economics professors and lecturers, professional researchers, graduate students and as a teaching supplement. It is fitting that the series Handbooks in Finance devotes a handbook to Asset and Liability Management. Volume 2 focuses on applications and case studies

Handbook of Asset and Liability Management

Handbook of Asset and Liability Management
  • Author : Alexandre Adam
  • Publisher : John Wiley & Sons
  • Release : 11 March 2008
GET THIS BOOKHandbook of Asset and Liability Management

In the Handbook of Asset and Liability Management: From Models to Optimal Return Strategies, Alexandre Adam presents a comprehensive guide to Asset and Liability Management. Written from a quantitative perspective with economic explanations, this book will appeal to both mathematicians and non-mathematicians alike as it gives an operational view on the business. Well structured, this book includes essential information on Balance Sheet Items and Products Modeling, Tools for Asset and Liability Managers, as well as Optimal Returns Strategies. Explaining, in

Asset and Liability Management Handbook

Asset and Liability Management Handbook
  • Author : G. Mitra,K. Schwaiger
  • Publisher : Springer
  • Release : 29 March 2011
GET THIS BOOKAsset and Liability Management Handbook

Recent years have shown an increase in development and acceptance of quantitative methods for asset and liability management strategies. This book presents state of the art quantitative decision models for three sectors: pension funds, insurance companies and banks, taking into account new regulations and the industries risks.

Bank Asset and Liability Management

Bank Asset and Liability Management
  • Author : Moorad Choudhry
  • Publisher : John Wiley & Sons
  • Release : 27 December 2011
GET THIS BOOKBank Asset and Liability Management

Banks are a vital part of the global economy, and the essence of banking is asset-liability management (ALM). This book is a comprehensive treatment of an important financial market discipline. A reference text for all those involved in banking and the debt capital markets, it describes the techniques, products and art of ALM. Subjects covered include bank capital, money market trading, risk management, regulatory capital and yield curve analysis. Highlights of the book include detailed coverage of: Liquidity, gap and

The Handbook of Asset/Liability Management: State-of-Art Investment Strategies, Risk Controls and Regulatory Required

The Handbook of Asset/Liability Management: State-of-Art Investment Strategies, Risk Controls and Regulatory Required
  • Author : Frank Fabozzi,Atuso Konishi
  • Publisher : McGraw-Hill
  • Release : 01 October 1995
GET THIS BOOKThe Handbook of Asset/Liability Management: State-of-Art Investment Strategies, Risk Controls and Regulatory Required

Completely revised and updated, the Handbook of Assetiability Management helps you keep your protfolio in line and market risk under control. This reference includes; The benefits from risk management; Asset securitization; Measuring interest rate and yield curve risk; Using OAS to implement value at risk balance sheet management; Hedging with derivatives; Implementing controls for managing derivative positions.

Handbook of Asset and Liability Management

Handbook of Asset and Liability Management
  • Author : Alexandre Adam
  • Publisher : Wiley
  • Release : 10 December 2007
GET THIS BOOKHandbook of Asset and Liability Management

In the Handbook of Asset and Liability Management: From Models to Optimal Return Strategies, Alexandre Adam presents a comprehensive guide to Asset and Liability Management. Written from a quantitative perspective with economic explanations, this book will appeal to both mathematicians and non-mathematicians alike as it gives an operational view on the business. Well structured, this book includes essential information on Balance Sheet Items and Products Modeling, Tools for Asset and Liability Managers, as well as Optimal Returns Strategies. Explaining, in

Handbook of ALM in Banking

Handbook of ALM in Banking
  • Author : Andreas Bohn,Marije Elkenbracht-Huizing
  • Publisher : Unknown Publisher
  • Release : 05 July 2022
GET THIS BOOKHandbook of ALM in Banking

In recent years, there has been increased focus on the universal banking model as well as new regulations focusing on asset and liability management (ALM) practices. In an environment of low interest rates and expansionary monetary policy, there is increased competition around loan and deposit businesses, as well as moves to integrate trading book assets and liabilities into the ALM framework. Consequently, ALM is at the top of banks agendas. Edited by industry experts Andreas Bohn and Marije Elkenbracht-Huizing, The

Asset Liability Management Optimisation

Asset Liability Management Optimisation
  • Author : Beata Lubinska
  • Publisher : John Wiley & Sons
  • Release : 28 April 2020
GET THIS BOOKAsset Liability Management Optimisation

An advanced method for financial institutions to optimize Asset Liability Management for maximized return and minimized risk Financial institutions today are facing daunting regulatory and economic challenges. As they manage bank regulation and competition, institutions are also optimizing their Asset Liability Management (ALM) operations. The function of the ALM unit today goes beyond risk management related to the banking book into managing regulatory capital and positioning the balance sheet to maximize profit. Asset Liability Management Optimization: A Practitioner's Guide to

Handbook of Financial Risk Management

Handbook of Financial Risk Management
  • Author : Thierry Roncalli
  • Publisher : CRC Press
  • Release : 23 April 2020
GET THIS BOOKHandbook of Financial Risk Management

Developed over 20 years of teaching academic courses, the Handbook of Financial Risk Management can be divided into two main parts: risk management in the financial sector; and a discussion of the mathematical and statistical tools used in risk management. This comprehensive text offers readers the chance to develop a sound understanding of financial products and the mathematical models that drive them, exploring in detail where the risks are and how to manage them. Key Features: Written by an author with

Value and Capital Management

Value and Capital Management
  • Author : Thomas C. Wilson
  • Publisher : John Wiley & Sons
  • Release : 31 August 2015
GET THIS BOOKValue and Capital Management

A value management framework designed specifically for banking and insurance The Value Management Handbook is a comprehensive, practical reference written specifically for bank and insurance valuation and value management. Spelling out how the finance and risk functions add value in their respective spheres, this book presents a framework for measuring – and more importantly, influencing – the value of the firm from the position of the CFO and CRO. Case studies illustrating value-enhancing initiatives are designed to help Heads of Strategy offer

Bank Asset Liability Management Best Practice

Bank Asset Liability Management Best Practice
  • Author : Polina Bardaeva
  • Publisher : Walter de Gruyter GmbH & Co KG
  • Release : 19 April 2021
GET THIS BOOKBank Asset Liability Management Best Practice

As bankers incorporate more and more complicated and precise calculations and models, a solely mathematical approach will fail to confirm the viability of their business. This book explains how to combine ALM concepts with the emotional intelligence of managers in order to maintain the financial health of a bank, and quickly react to external environment challenges and banks’ microclimate changes. ALM embraces not only balance sheet targets setting, instruments and methodologies to achieve the targets, but also the correct and

Asset and Liability Management for Banks and Insurance Companies

Asset and Liability Management for Banks and Insurance Companies
  • Author : Marine Corlosquet-Habart,William Gehin,Jacques Janssen,Raimondo Manca
  • Publisher : John Wiley & Sons
  • Release : 31 August 2015
GET THIS BOOKAsset and Liability Management for Banks and Insurance Companies

This book introduces ALM in the context of banks and insurance companies. Although this strategy has a core of fundamental frameworks, models may vary between banks and insurance companies because of the different risks and goals involved. The authors compare and contrast these methodologies to draw parallels between the commonalities and divergences of these two services and thereby provide a deeper understanding of ALM in general.

Asset-Liability and Liquidity Management

Asset-Liability and Liquidity Management
  • Author : Pooya Farahvash
  • Publisher : John Wiley & Sons
  • Release : 21 May 2020
GET THIS BOOKAsset-Liability and Liquidity Management

Asset-Liability and Liquidity Management distils the author’s extensive experience in the financial industry, and ALM in particular, into concise and comprehensive lessons. Each of the topics are covered with a focus on real-world applications, based on the author’s own experience in the industry. The author is the Vice President of Treasury Modeling and Analytics at American Express. He is also an adjunct Professor at New York University, teaching a variety of analytical courses. Learn from the best as

The INSURTECH Book

The INSURTECH Book
  • Author : Sabine L.B VanderLinden,Shân M. Millie,Nicole Anderson,Susanne Chishti
  • Publisher : John Wiley & Sons
  • Release : 10 April 2018
GET THIS BOOKThe INSURTECH Book

The definitive compendium for the Insurance Digital Revolution From slow beginnings in 2014, InsurTech has captured US$7billion in investment since 2010 — a 10% annual compound growth rate is predicted until at least 2020. Three in four insurance companies believe some part of their business is at risk of disruption and understanding the trends, drivers and emerging technologies behind Insurance’s Digital Revolution is a business-critical priority for all growth-minded firms. The InsurTech Book offers essential updates, critical thinking and actionable insight — globally — from