Asset And Liability Management Handbook
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Asset And Liability Management Handbook
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Author : G. Mitra
language : en
Publisher: Springer
Release Date : 2011-03-29
Asset And Liability Management Handbook written by G. Mitra and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-03-29 with Business & Economics categories.
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
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Author : Stavros A. Zenios
language : en
Publisher: Elsevier
Release Date : 2007-08-08
Handbook Of Asset And Liability Management written by Stavros A. Zenios and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-08-08 with Business & Economics categories.
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
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Author : Stavros Andrea Zenios
language : en
Publisher:
Release Date : 2006
Handbook Of Asset And Liability Management written by Stavros Andrea Zenios and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with Asset-liability management categories.
Handbook Of Asset And Liability Management
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Author : Alexandre Adam
language : en
Publisher: John Wiley & Sons
Release Date : 2008-03-11
Handbook Of Asset And Liability Management written by Alexandre Adam and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-03-11 with Business & Economics categories.
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.
Handbook Of Asset And Liability Management
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Author :
language : en
Publisher:
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Handbook Of Asset And Liability Management written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on with categories.
Prmia Market Liquidity And Asset Liability Management Risk Manager Handbook
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Author :
language : en
Publisher:
Release Date : 2015-11-01
Prmia Market Liquidity And Asset Liability Management Risk Manager Handbook written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-11-01 with categories.
Asset And Liability Management Tools
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Author : Bernd Scherer
language : en
Publisher:
Release Date : 2004
Asset And Liability Management Tools written by Bernd Scherer and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Asset-liability management categories.
Handbook Of Asset And Liability Management
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Author : Stavros A. Zenios
language : en
Publisher: North Holland
Release Date : 2006-09-11
Handbook Of Asset And Liability Management written by Stavros A. Zenios and has been published by North Holland this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-09-11 with Business & Economics categories.
This first volume of the Handbook of Asset and Liability Management presents the theories and methods supporting models that align a firm's operations and tactics with its uncertain environment. Detailing the symbiosis between optimization tools and financial decision-making, its original articles cover term and volatility structures, interest rates, risk-return analysis, dynamic asset allocation strategies in discrete and continuous time, the use of stochastic programming models, bond portfolio management, and the Kelly capital growth theory and practice. They effectively set the scene for Volume Two by showing how the management of risky assets and uncertain liabilities within an integrated, coherent framework remains the core problem for both financial institutions and other business enterprises as well. *Each volume presents an accurate survey of a sub-field of finance *Fills a substantial gap in this field *Broad in scope
The Handbook Of Asset Liability Management State Of Art Investment Strategies Risk Controls And Regulatory Required
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Author : Frank Fabozzi
language : en
Publisher: McGraw-Hill
Release Date : 1995-10-01
The Handbook Of Asset Liability Management State Of Art Investment Strategies Risk Controls And Regulatory Required written by Frank Fabozzi and has been published by McGraw-Hill this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995-10-01 with Business & Economics categories.
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.
Bank Asset And Liability Management
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Author : Moorad Choudhry
language : en
Publisher: John Wiley & Sons
Release Date : 2011-12-27
Bank Asset And Liability Management written by Moorad Choudhry and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-12-27 with Business & Economics categories.
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.