Handbook of Asset and Liability Management

Book Handbook of Asset and Liability Management Cover

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  • Publisher : John Wiley & Sons
  • Release : 11 March 2008
  • ISBN : 0470724110
  • Page : 576 pages
  • Rating : 2/5 from 1 voters

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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 detail, all the written and unwritten rules of Asset Liability Management, using up-to-date models and the latest findings, the Handbook of Asset and Liability Management is an essential tool for Asset and Liability Managers both for the present day and the future.

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Handbook of Asset and Liability Management

Handbook of Asset and Liability Management
  • Author : Alexandre Adam
  • Publisher : John Wiley & Sons
  • Release Date : 2008-03-11
  • ISBN : 0470724110
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 Date : 2011-03-29
  • ISBN : 9780230307230
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.

Handbook of Asset and Liability Management

Handbook of Asset and Liability Management
  • Author : Stavros A. Zenios,William T. Ziemba
  • Publisher : Elsevier
  • Release Date : 2007-08-08
  • ISBN : 0080548563
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

Bank Asset and Liability Management

Bank Asset and Liability Management
  • Author : Moorad Choudhry
  • Publisher : John Wiley & Sons
  • Release Date : 2011-12-27
  • ISBN : 9781118177211
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

Asset Liability Management Optimisation

Asset Liability Management Optimisation
  • Author : Beata Lubinska
  • Publisher : John Wiley & Sons
  • Release Date : 2020-04-20
  • ISBN : 9781119635482
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

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 Date : 1995-10-01
  • ISBN : 1557388008
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 ALM in Banking

Handbook of ALM in Banking
  • Author : Andreas Bohn,Marije Elkenbracht-Huizing
  • Publisher : Unknown
  • Release Date : 2014
  • ISBN : 1782720111
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

Asset/liability Management
  • Author : Jerry Hartzog
  • Publisher : Unknown
  • Release Date : 1983
  • ISBN : UCLA:L0050726454
GET THIS BOOKAsset/liability Management

Asset and Liability Management Handbook

Asset and Liability Management Handbook
  • Author : Gautam Mitra,Katharina Schwaiger
  • Publisher : Palgrave Macmillan
  • Release Date : 2011-05-15
  • ISBN : 0230277799
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.

Interest Rate Risk in the Banking Book

Interest Rate Risk in the Banking Book
  • Author : Beata Lubinska
  • Publisher : John Wiley & Sons
  • Release Date : 2021-11-01
  • ISBN : 9781119755012
GET THIS BOOKInterest Rate Risk in the Banking Book

Introduces practical approaches for optimizing management and hedging of Interest Rate Risk in the Banking Book (IRRBB) driven by fast evolving regulatory landscape and market expectations. Interest rate risk in the banking book (IRRBB) gained its importance through the regulatory requirements that have been growing and guiding the banking industry for the last couple of years. The importance of IRRBB is shifting for banks, away from ‘just’ a regulatory requirement to having an impact on the overall profitability of a

The INSURTECH Book

The INSURTECH Book
  • Author : Sabine L.B VanderLinden,Shân M. Millie,Nicole Anderson,Susanne Chishti
  • Publisher : John Wiley & Sons
  • Release Date : 2018-04-10
  • ISBN : 9781119362241
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

Value and Capital Management

Value and Capital Management
  • Author : Thomas C. Wilson
  • Publisher : John Wiley & Sons
  • Release Date : 2015-08-31
  • ISBN : 9781118774632
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

Handbook of Financial Risk Management

Handbook of Financial Risk Management
  • Author : Thierry Roncalli
  • Publisher : CRC Press
  • Release Date : 2020-04-23
  • ISBN : 9781351385220
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

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 Date : 2015-09-21
  • ISBN : 9781848218833
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.

Bank Asset Liability Management Best Practice

Bank Asset Liability Management Best Practice
  • Author : Polina Bardaeva
  • Publisher : Walter de Gruyter GmbH & Co KG
  • Release Date : 2021-04-19
  • ISBN : 9783110666601
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