Handbook of Asset and Liability Management Book
Score: 4
From 1 Ratings

Handbook of Asset and Liability Management

  • Author : Stavros A. Zenios
  • Publisher : Elsevier
  • Release Date : 2007-08-08
  • Genre: Business & Economics
  • Pages : 684
  • ISBN 10 : 0080548563

Handbook of Asset and Liability Management Book Description :

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

Handbook of Asset and Liability Management Book
Score: 2
From 1 Ratings

Handbook of Asset and Liability Management

  • Author : Alexandre Adam
  • Publisher : John Wiley & Sons
  • Release Date : 2008-03-11
  • Genre: Business & Economics
  • Pages : 576
  • ISBN 10 : 0470724110

Handbook of Asset and Liability Management Book Description :

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.

The Handbook of Asset Liability Management  State of Art Investment Strategies  Risk Controls and Regulatory Required Book
Score: 5
From 1 Ratings

The Handbook of Asset Liability Management State of Art Investment Strategies Risk Controls and Regulatory Required

  • Author : Frank Fabozzi
  • Publisher : McGraw-Hill
  • Release Date : 1995-10-01
  • Genre: Business & Economics
  • Pages : 506
  • ISBN 10 : 1557388008

The Handbook of Asset Liability Management State of Art Investment Strategies Risk Controls and Regulatory Required Book Description :

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.

Asset and Liability Management Handbook Book

Asset and Liability Management Handbook

  • Author : G. Mitra
  • Publisher : Springer
  • Release Date : 2011-03-29
  • Genre: Business & Economics
  • Pages : 515
  • ISBN 10 : 9780230307230

Asset and Liability Management Handbook Book Description :

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 Book

Bank Asset and Liability Management

  • Author : Moorad Choudhry
  • Publisher : John Wiley & Sons
  • Release Date : 2011-12-27
  • Genre: Business & Economics
  • Pages : 256
  • ISBN 10 : 9781118177211

Bank Asset and Liability Management Book Description :

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 funding risk management Hedging using interest-rate derivatives and credit derivatives Impact of Basel II Securitisation and balance sheet management Structured finance products including asset-backed commercial paper, mortgage-backed securities, collateralised debt obligations and structured investment vehicles, and their role in ALM Treasury operations and group transfer pricing. Concepts and techniques are illustrated with case studies and worked examples. Written in accessible style, this book is essential reading for market practitioners, bank regulators, and graduate students in banking and finance. Companion website features online access to software on applications described in the book, including a yield curve model, cubic spline spreadsheet calculator and CDO waterfall model.

Handbook of ALM in Banking Book

Handbook of ALM in Banking

  • Author : Andreas Bohn
  • Publisher :
  • Release Date : 2014
  • Genre: Bank management
  • Pages : 511
  • ISBN 10 : 1782720111

Handbook of ALM in Banking Book Description :

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 Handbook of ALM in Banking brings together key contributions from those implementing new ALM frameworks in light of these latest developments. The book examines the intricacies of loans and deposits in the context of revisions to statutory deposit protection schemes. It also assesses the demands on banks liquidity reserves and collateral, as well as funding implications. The increased regulatory focus on earnings at risk and on capital and balance sheet consumption is also under the spotlight, with the book clarifying issues on funds transfer pricing, capital management and balance sheet requirements. The Handbook of ALM in Banking provides a full overview of methods and methodologies being applied in cutting-edge ALM management. This book is a must-read for ALM managers, risk managers, balance sheet managers, accountants, treasurers.

Asset liability Management Book

Asset liability Management

  • Author : William M. Glavin
  • Publisher :
  • Release Date : 1982
  • Genre: Asset-liability management
  • Pages : 44
  • ISBN 10 : UVA:X001572450

Asset liability Management Book Description :

Asset Liability Management Optimisation Book

Asset Liability Management Optimisation

  • Author : Beata Lubinska
  • Publisher : John Wiley & Sons
  • Release Date : 2020-04-28
  • Genre: Business & Economics
  • Pages : 240
  • ISBN 10 : 9781119635482

Asset Liability Management Optimisation Book Description :

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 Balance Sheet Management and Remodelling offers a step-by-step process for modeling and reshaping a bank's balance sheet. Based on the author's extensive research, it describes how to apply a quantifiable optimization method to help maximize asset return and minimize funding cost in the banking book. ALM ranks as a key component of any financial institution's overall operating strategy. Now, financial professionals can use an advanced solution for optimizing ALM. This book takes a closer look at the evolving role of the ALM function and the target position of the banking book. It provides strategies for active management, structuring, and hedging of a bank balance sheet, while also exploring additional topics related to ALM. A description of the Funds Transfer Pricing (FTP) process related to a bank’s target position Detailed examinations of interest rate risk in the banking book (IRRBB) Discussion of Basel III regulatory requirements and maturity gap analysis Overview of customer behavior, along with its impact on interest rate and liquidity risk Practical spreadsheet models (NII sensitivity and EVE volatility IRRBB model, simplified optimization model for minimization of average funding cost for a bank and an example of behavioral model for Non-Maturing Deposits) Explorations of model risk, sensitivity analysis, and case studies The optimization techniques found in Asset Liability Manag

Score: 5
From 1 Ratings


  • Author : Sabine L.B VanderLinden
  • Publisher : John Wiley & Sons
  • Release Date : 2018-04-16
  • Genre: Business & Economics
  • Pages : 328
  • ISBN 10 : 9781119362203

The INSURTECH Book Book Description :

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 start-ups, incumbents, investors, tech companies, advisors and other partners in this evolving ecosystem, in one volume. For some, Insurance is either facing an existential threat; for others, it is a sector on the brink of transforming itself. Either way, business models, value chains, customer understanding and engagement, organisational structures and even what Insurance is for, is never going to be the same. Be informed, be part of it. Learn from diverse experiences, mindsets and applications of technologies Discover new ways of defining and grasping growth opportunities Get the inside track from innovators, disruptors and incumbents Be updated on the evolution of InsurTech, why it is happening and how it will evolve Explore visions of the future of Insurance to help shape yours The InsurTech Book is your indispensable guide to a sector in transformation.

Handbook of Fixed Income Securities Book

Handbook of Fixed Income Securities

  • Author : Pietro Veronesi
  • Publisher : John Wiley & Sons
  • Release Date : 2016-04-04
  • Genre: Business & Economics
  • Pages : 632
  • ISBN 10 : 9781118709191

Handbook of Fixed Income Securities Book Description :

A comprehensive guide to the current theories and methodologies intrinsic to fixed-income securities Written by well-known experts from a cross section of academia and finance, Handbook of Fixed-Income Securities features a compilation of the most up-to-date fixed-income securities techniques and methods. The book presents crucial topics of fixed income in an accessible and logical format. Emphasizing empirical research and real-life applications, the book explores a wide range of topics from the risk and return of fixed-income investments, to the impact of monetary policy on interest rates, to the post-crisis new regulatory landscape. Well organized to cover critical topics in fixed income, Handbook of Fixed-Income Securities is divided into eight main sections that feature: • An introduction to fixed-income markets such as Treasury bonds, inflation-protected securities, money markets, mortgage-backed securities, and the basic analytics that characterize them • Monetary policy and fixed-income markets, which highlight the recent empirical evidence on the central banks’ influence on interest rates, including the recent quantitative easing experiments • Interest rate risk measurement and management with a special focus on the most recent techniques and methodologies for asset-liability management under regulatory constraints • The predictability of bond returns with a critical discussion of the empirical evidence on time-varying bond risk premia, both in the United States and abroad, and their sources, such as liquidity and volatility • Advanced topics, with a focus on the most recent research on term structure models and econometrics, the dynamics of bond illiquidity, and the puzzling dynamics of stocks and bonds • Derivatives markets, including a detailed discussion of the new regulatory landscape after the financial crisis and an introduction to no-arbitrage derivatives pricing • Further topics on derivatives pricing that cover modern valuation tec

Asset and Liability Management Tools Book

Asset and Liability Management Tools

  • Author : Bernd Scherer
  • Publisher :
  • Release Date : 2003
  • Genre: Asset-liability management
  • Pages : 333
  • ISBN 10 : 1904339069

Asset and Liability Management Tools Book Description :

A new multi-author volume that provides a complete and non-technical presentation on all the very latest asset and liability management issues and techniques required to stay ahead of the curve in today's volatile climate.

Handbook of Financial Risk Management Book

Handbook of Financial Risk Management

  • Author : Thierry Roncalli
  • Publisher : CRC Press
  • Release Date : 2020-04-23
  • Genre: Business & Economics
  • Pages : 1142
  • ISBN 10 : 9781351385220

Handbook of Financial Risk Management Book Description :

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 both theoretical and applied experience Ideal resource for students pursuing a master’s degree in finance who want to learn risk management Comprehensive coverage of the key topics in financial risk management Contains 114 exercises, with solutions provided online at www.crcpress.com/9781138501874

Asset and Liability Management for Banks and Insurance Companies Book

Asset and Liability Management for Banks and Insurance Companies

  • Author : Marine Corlosquet-Habart
  • Publisher : John Wiley & Sons
  • Release Date : 2015-08-31
  • Genre: Mathematics
  • Pages : 166
  • ISBN 10 : 9781848218833

Asset and Liability Management for Banks and Insurance Companies Book Description :

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.

Value and Capital Management Book

Value and Capital Management

  • Author : Thomas C. Wilson
  • Publisher : John Wiley & Sons
  • Release Date : 2015-08-10
  • Genre: Business & Economics
  • Pages : 720
  • ISBN 10 : 9781118774380

Value and Capital Management Book Description :

A value management framework designed specifically for bankingand insurance The Value Management Handbook is a comprehensive,practical reference written specifically for bank and insurancevaluation and value management. Spelling out how the finance andrisk functions add value in their respective spheres, this bookpresents a framework for measuring – and more importantly,influencing – the value of the firm from the position of theCFO and CRO. Case studies illustrating value-enhancing initiativesare designed to help Heads of Strategy offer CEOs concrete ideastoward creating more value, and discussion of "hard" and "soft"skills put CFOs and CROs in a position to better influence strategyand operations. The challenge of financial services valuation isaddressed in terms of the roles of risk and capital, andbusiness-specific "value trees" demonstrate the source ofsuccessful value enhancement initiatives. While most value management resources fail to adequately addressthe unique role of risk and capital in banks, insurance, and assetmanagement, this book fills the gap by providing concrete,business-specific information that connects management actions andvalue creation, helping readers to: Measure value accurately for more productive value-basedmanagement initiatives and evaluation of growth opportunities Apply a quantitative, risk-adjusted value management frameworkreconciled with the way financial services shares are valued by themarket Develop a value set specific to the industry to inspireinitiatives that increase the firm's value Study the quantitative and qualitative management frameworksthat move CFOs and CROs from measurement to management The roles of CFO and CRO in financial firms have changeddramatically over the past decade, requiring business savvy and theability to challenge the CEO. The Value Management Handbookprovides the expert guidance that leads CFOs and CROs toward betterinformation, better insight, and better decisions.

Asset Liability Management   Gesamtbanksteuerung Book

Asset Liability Management Gesamtbanksteuerung

  • Author : Hannes Enthofer
  • Publisher : Linde Verlag GmbH
  • Release Date : 2016-01-12
  • Genre: Law
  • Pages : 1352
  • ISBN 10 : 9783709407226

Asset Liability Management Gesamtbanksteuerung Book Description :

Alle ALM-Aktivitäten in einem Band Dieses neue Standardwerk zeigt die praktische Umsetzung des Asset Liability Managements/der Gesamtbanksteuerung unter den neuen gesetzlichen Rahmenbedingungen von Basel III und den aktuellen EU-Richtlinien. Themen sind u.a. die Bankbuchsteuerung im Rahmen des ICAAP, Eigenkapital und Risiko-/Ertragssteuerung in der Gesamtbank und der Einsatz von Finanzinstrumenten im ALM und Hedging von Risikopositionen bis hin zu Corporate Governance & Compliance auf Gesamtbankebene zur Erfüllung der regulatorischen Anforderungen.

The Principles of Banking Book

The Principles of Banking

  • Author : Moorad Choudhry
  • Publisher : John Wiley & Sons
  • Release Date : 2012-06-13
  • Genre: Business & Economics
  • Pages : 350
  • ISBN 10 : 9780470827024

The Principles of Banking Book Description :

The ultimate guide for bank management: how to survive and thrive throughout the business cycle An essential guide for bankers and students of finance everywhere, The Principles of Banking reiterates that the primary requirement of banking—sound capital and liquidity risk management—had been forgotten in the years prior to the financial crash. Serving as a policy guide for market practitioners and regulators at all levels, the book explains the keys to success that bankers need to follow during good times in order to be prepared for the bad, providing in-depth guidance and technical analysis of exactly what constitutes good banking practice. Accessible to professionals and students alike, The Principles of Banking covers issues of practical importance to bank practitioners, including asset-liability management, liquidity risk, internal transfer pricing, capital management, stress testing, and more. With an emphasis on viewing business cycles as patterns of stable and stressful market behavior, and rich with worked examples illustrating the key principles of bank asset-liability management, the book is an essential policy guide for today and tomorrow. It also offers readers access to an accompanying website holding policy templates and teaching aids. Illustrates how unsound banking practices that were evident in previous bank crashes were repeated during the creation of the 2007-2008 financial market crisis Provides a template that can be used to create a sound liquidity and asset-liability management framework at any bank An essential resource for the international banking community as it seeks to re-establish its credibility, as well as for students of finance Explains the original principles of banking, including sound lending policy and liquidity management, and why these need to be restated in order to avoid another bank crisis at the time of the next economic recession Covers topics of particular importance to students and academia, many of which are margin

Handbook of Financial Engineering Book

Handbook of Financial Engineering

  • Author : Constantin Zopounidis
  • Publisher : Springer Science & Business Media
  • Release Date : 2010-07-25
  • Genre: Business & Economics
  • Pages : 494
  • ISBN 10 : 9780387766829

Handbook of Financial Engineering Book Description :

This comprehensive handbook discusses the most recent advances within the field of financial engineering, focusing not only on the description of the existing areas in financial engineering research, but also on the new methodologies that have been developed for modeling and addressing financial engineering problems. The book is intended for financial engineers, researchers, applied mathematicians, and graduate students interested in real-world applications to financial engineering.