Asset liability management for financial institutions : balancing financial stability with strategic objectives /

"Effective asset-liability management (ALM) of a financial institution requires making informed strategic and operational decisions. Ever more important in the wake of the corporate bailouts and collapses of the financial crisis, ALM encompasses the formulation, implementation, monitoring, and...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Swarup, Bob
Formato: Electrónico eBook
Idioma:Inglés
Publicado: London : Bloomsbury Information, 2012.
Colección:Key concepts.
Temas:
Asset-liability management.
Gestion des actifs et des passifs.
Economics, finance, business & management.
BUSINESS & ECONOMICS > Finance.
Asset-liability management
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Intro
  • Title Page
  • Contents
  • Introduction by Bob Swarup
  • Contributors
  • The Big Challenges
  • Stress-Testing in Asset and Liability Management: A Coherent Approach by Alex Canavezes and Mario Schlener
  • Modeling Market Risk by Marius Bochniak
  • ALM in Financial Intermediation: The Derivatives Business by Krzysztof M. Ostaszewski
  • Optimal Long-Term Property and Casualty ALM with Risk Capital Control by Giorgio Consigli and Massimo di Tria
  • A Practitioner's Perspective on Investment Management for Shareholder Funds of European Insurers by Kambiz Deljouie and Corrado Pistarino
  • The Impact of Financial Crisis
  • Capital Regulation After the Financial Crisis by Jens Hagendorff and Francesco Vallascas
  • Correcting the Financial Crisis Failures of Asset-Liability Management (ALM) Risk Management by Jérôme L. Kreuser
  • Formulating a Contingency Funding Plan to Manage Liquidity Risks by Gary Deutsch
  • Funds Transfer Pricing: Beyond the Global Banking Crisis by Jean Dermine
  • The Importance of Detail
  • Analyzing a Bank's Financial Performance by Jyothi Manohar
  • Factoring Problem Loan Assumptions into Asset-Liability Management (ALM) Modeling by Gary Deutsch
  • Product Taxonomy: A Key Tool for Understanding Risk-Return Within the Banking Framework by Markus Krebsz
  • Tools for Measuring Interest Rate Risk by Steven V. Mann
  • Understanding and Applying Funds Transfer Pricing by Hovik Tumasyan
  • Notes
  • Imprint

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