Asset liability management optimisation : a practitioner's guide to balance sheet management and remodelling /

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"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...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Lubinska, Beata, 1973- (Author)
Format: Electronic eBook
Language:Inglés
Published: Chichester, West Sussex : John Wiley & Sons, Ltd, [2020]
Series:Wiley finance series.
Subjects:
Asset-liability management.
Banks and banking.
Gestion des actifs et des passifs.
BUSINESS & ECONOMICS > Finance > General.
Asset-liability management
Banks and banking
Online Access:Texto completo
Texto completo
Table of Contents:
  • 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.

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