"Starting with a look at the history of Asset and Liability Management and the current climate, the book then examines a range of accounting and auditing obligations, including IFRS and balance sheet presentation. Balance sheet items and products modelling are then explained in …
This new edition of Joel Bessis' highly successful Risk Management in Banking has been fully revised and updated to reflect new developments, the latest research, and changes in current practice. It considers all aspects of risk management, including: asset liability management,…
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 …
The essential guide to quantifying risk vs. return has been updated to reveal the newest, most effective innovations in financial risk management Written for risk professionals and non-risk professionals alike, this easy-to-understand guide helps readers meet the increasingly in…
"Asset-Liability and Liquidity Management is a quantitative finance book, focused in the areas of Asset-Liability Management (ALM), Liquidity Risk and Funds Transfer Pricing (FTP), for bank, investment bank, hedge funds and investment professionals. It explains basic concepts an…
"Asset-Liability and Liquidity Management is a quantitative finance book, focused in the areas of Asset-Liability Management (ALM), Liquidity Risk and Funds Transfer Pricing (FTP), for bank, investment bank, hedge funds and investment professionals. It explains basic concepts an…
This book coherently presents the current state of the art in asset management research and practice in Europe from a life cycle perspective, explains how the methods and techniques described are connected and shows how they improve the asset life cycle.
This book coherently presents the current state of the art in asset management research and practice in Europe from a life cycle perspective, explains how the methods and techniques described are connected and shows how they improve the asset life cycle.
