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Asset liability management optimisation : a practitioner's guide to balance sheet management and remodelling /
"The role of the Asset Liability Management function (ALM) in the management of the banking book of a bank is constantly growing. A clear evolution can be seen as ALM mangers realise that reactive approach, which consists in the management of the banking book as a passive structure resulting fr...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Chichester, West Sussex :
John Wiley & Sons, Ltd,
[2020]
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| Colección: | Wiley finance series.
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| Temas: | |
| Acceso en línea: | Texto completo Texto completo |
Tabla de Contenidos:
- Front Matter
- ALM of the Banking Book
- Methods of Measurement and Management of the Interest Rate Risk and Liquidity Risk
- Customer Behaviour and Its Impact on Interest Rate and Liquidity Risk
- Formulation of the Optimisation Process and Articulation of the Decision Model
- Practical Example of the Optimisation Process and Quantification of the Economic Impact under Base and Stress Scenarios.