Handbook of Asset and Liability Management

Handbook of Asset and Liability Management
Author: Stavros A. Zenios,William T. Ziemba
Publsiher: Elsevier
Total Pages: 684
Release: 2007-08-08
ISBN: 9780080548562
Category: Business & Economics
Language: EN, FR, DE, ES & NL

Handbook of Asset and Liability Management Book Excerpt:

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

Asset and Liability Management Handbook

Asset and Liability Management Handbook
Author: G. Mitra,K. Schwaiger
Publsiher: Springer
Total Pages: 515
Release: 2011-03-29
ISBN: 023030723X
Category: Business & Economics
Language: EN, FR, DE, ES & NL

Asset and Liability Management Handbook Book Excerpt:

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

Handbook of Asset and Liability Management
Author: Anonim
Publsiher: Unknown
Total Pages: 135
Release: 2022
ISBN: 9780444508751
Category: Electronic Book
Language: EN, FR, DE, ES & NL

Handbook of Asset and Liability Management Book Excerpt:

Handbook of Asset and Liability Management

Handbook of Asset and Liability Management
Author: Alexandre Adam
Publsiher: Wiley
Total Pages: 576
Release: 2007-12-10
ISBN: 9780470034965
Category: Business & Economics
Language: EN, FR, DE, ES & NL

Handbook of Asset and Liability Management Book Excerpt:

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

Handbook of Asset and Liability Management
Author: Anonim
Publsiher: Unknown
Total Pages: 135
Release: 2022
ISBN: 9780444507433
Category: Electronic Book
Language: EN, FR, DE, ES & NL

Handbook of Asset and Liability Management Book Excerpt:

Handbook of Asset and Liability Management

Handbook of Asset and Liability Management
Author: Stavros Andrea Zenios,William Thomas Ziemba
Publsiher: Unknown
Total Pages: 135
Release: 2006
ISBN: 1928374650XXX
Category: Asset-liability management
Language: EN, FR, DE, ES & NL

Handbook of Asset and Liability Management Book Excerpt:

Handbook of Asset and Liability Management

Handbook of Asset and Liability Management
Author: Alexandre Adam
Publsiher: John Wiley & Sons
Total Pages: 576
Release: 2008-03-11
ISBN: 9780470724118
Category: Business & Economics
Language: EN, FR, DE, ES & NL

Handbook of Asset and Liability Management Book Excerpt:

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.

Asset liability Management

Asset liability Management
Author: William M. Glavin
Publsiher: Unknown
Total Pages: 44
Release: 1982
ISBN: 1928374650XXX
Category: Asset-liability management
Language: EN, FR, DE, ES & NL

Asset liability Management Book Excerpt:

Handbook on Asset liability Management

Handbook on Asset liability Management
Author: John H. Ilkiw,Paul Bouchey,Michael Hall,Chris R. Hensel
Publsiher: Unknown
Total Pages: 84
Release: 1998
ISBN: 1928374650XXX
Category: Pension trusts
Language: EN, FR, DE, ES & NL

Handbook on Asset liability Management Book Excerpt:

Asset and Liability Management Tools

Asset and Liability Management Tools
Author: Bernd Scherer
Publsiher: Unknown
Total Pages: 333
Release: 2004
ISBN: 1928374650XXX
Category: Asset-liability management
Language: EN, FR, DE, ES & NL

Asset and Liability Management Tools Book Excerpt:

Handbook of Asset and Liability Management

Handbook of Asset and Liability Management
Author: William Ziemba,Stavros Zenios
Publsiher: Unknown
Total Pages: 684
Release: 2007
ISBN: 9780444507433
Category: Business enterprises
Language: EN, FR, DE, ES & NL

Handbook of Asset and Liability Management Book Excerpt:

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.

PRMIA Market Liquidity and Asset Liability Management Risk Manager Handbook

PRMIA Market  Liquidity and Asset Liability Management Risk Manager Handbook
Author: Anonim
Publsiher: Unknown
Total Pages: 135
Release: 2015-11-01
ISBN: 9780996339476
Category: Electronic Book
Language: EN, FR, DE, ES & NL

PRMIA Market Liquidity and Asset Liability Management Risk Manager Handbook Book Excerpt:

The Handbook of Asset Liability Management State of Art Investment Strategies Risk Controls and Regulatory Required

The Handbook of Asset Liability Management  State of Art Investment Strategies  Risk Controls and Regulatory Required
Author: Frank Fabozzi,Atuso Konishi
Publsiher: McGraw-Hill
Total Pages: 506
Release: 1995-10-01
ISBN: 9781557388001
Category: Business & Economics
Language: EN, FR, DE, ES & NL

The Handbook of Asset Liability Management State of Art Investment Strategies Risk Controls and Regulatory Required Book Excerpt:

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.

Handbook of ALM in Banking

Handbook of ALM in Banking
Author: Andreas Bohn,Marije Elkenbracht-Huizing
Publsiher: Unknown
Total Pages: 511
Release: 2014
ISBN: 9781782720119
Category: Bank management
Language: EN, FR, DE, ES & NL

Handbook of ALM in Banking Book Excerpt:

In recent years, there has been increased focus on the universal banking model as well as new regulations focusing on asset and liability management (ALM) practices. In an environment of low interest rates and expansionary monetary policy, there is increased competition around loan and deposit businesses, as well as moves to integrate trading book assets and liabilities into the ALM framework. Consequently, ALM is at the top of banks agendas. Edited by industry experts Andreas Bohn and Marije Elkenbracht-Huizing, The Handbook of ALM in Banking brings together key contributions from those implementing new ALM frameworks in light of these latest developments. The book examines the intricacies of loans and deposits in the context of revisions to statutory deposit protection schemes. It also assesses the demands on banks liquidity reserves and collateral, as well as funding implications. The increased regulatory focus on earnings at risk and on capital and balance sheet consumption is also under the spotlight, with the book clarifying issues on funds transfer pricing, capital management and balance sheet requirements. The Handbook of ALM in Banking provides a full overview of methods and methodologies being applied in cutting-edge ALM management. This book is a must-read for ALM managers, risk managers, balance sheet managers, accountants, treasurers.

Outlines and Highlights for Handbook of Asset and Liability Management

Outlines and Highlights for Handbook of Asset and Liability Management
Author: Cram101 Textbook Reviews
Publsiher: Academic Internet Pub Incorporated
Total Pages: 150
Release: 2010-12
ISBN: 9781617445330
Category: Education
Language: EN, FR, DE, ES & NL

Outlines and Highlights for Handbook of Asset and Liability Management Book Excerpt:

Never HIGHLIGHT a Book Again! Virtually all of the testable terms, concepts, persons, places, and events from the textbook are included. Cram101 Just the FACTS101 studyguides give all of the outlines, highlights, notes, and quizzes for your textbook with optional online comprehensive practice tests. Only Cram101 is Textbook Specific. Accompanys: 9780470034965 .

Bank Asset and Liability Management

Bank Asset and Liability Management
Author: Moorad Choudhry
Publsiher: John Wiley & Sons
Total Pages: 256
Release: 2011-12-27
ISBN: 1118177215
Category: Business & Economics
Language: EN, FR, DE, ES & NL

Bank Asset and Liability Management Book Excerpt:

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.

Handbook of Financial Engineering

Handbook of Financial Engineering
Author: Constantin Zopounidis,Michael Doumpos,Panos M. Pardalos
Publsiher: Springer Science & Business Media
Total Pages: 494
Release: 2010-07-25
ISBN: 0387766820
Category: Business & Economics
Language: EN, FR, DE, ES & NL

Handbook of Financial Engineering Book Excerpt:

This comprehensive handbook discusses the most recent advances within the field of financial engineering, focusing not only on the description of the existing areas in financial engineering research, but also on the new methodologies that have been developed for modeling and addressing financial engineering problems. The book is intended for financial engineers, researchers, applied mathematicians, and graduate students interested in real-world applications to financial engineering.

Microfinance Handbook

Microfinance Handbook
Author: Joanna Ledgerwood
Publsiher: World Bank Publications
Total Pages: 302
Release: 1998-12-01
ISBN: 0821384317
Category: Business & Economics
Language: EN, FR, DE, ES & NL

Microfinance Handbook Book Excerpt:

The purpose of the 'Microfinance Handbook' is to bring together in a single source guiding principles and tools that will promote sustainable microfinance and create viable institutions.

Interest Rate Risk in the Banking Book

Interest Rate Risk in the Banking Book
Author: Beata Lubinska
Publsiher: John Wiley & Sons
Total Pages: 272
Release: 2021-12-01
ISBN: 1119755018
Category: Business & Economics
Language: EN, FR, DE, ES & NL

Interest Rate Risk in the Banking Book Book Excerpt:

Introduces practical approaches for optimizing management and hedging of Interest Rate Risk in the Banking Book (IRRBB) driven by fast evolving regulatory landscape and market expectations. Interest rate risk in the banking book (IRRBB) gained its importance through the regulatory requirements that have been growing and guiding the banking industry for the last couple of years. The importance of IRRBB is shifting for banks, away from ‘just’ a regulatory requirement to having an impact on the overall profitability of a financial institution. Interest Rate Risk in the Banking Book sheds light on the best practices for managing this importance risk category and provides detailed analysis of the hedging strategies, practical examples, and case studies based on the author’s experience. This handbook is rich in practical insights on methodological approach and contents of ALCO report, IRRBB policy, ICAAP, Risk Appetite Statement (RAS) and model documentation. It is intended for the Treasury, Risk and Finance department and is helpful in improving and optimizing their IRRBB framework and strategy. By the end of this IRRBB journey, the reader will be equipped with all the necessary tools to build a proactive and compliant framework within a financial institution. Gain an updated understanding of the evolving regulatory landscape for IRRBB Learn to apply maturity gap analysis, sensitivity analysis, and the hedging strategy in banking contexts • Understand how customer behavior impacts interest rate risk and how to manage the consequences Examine case studies illustrating key IRRBB exposures and their implications Written by London market risk expert Beata Lubinska, Interest Rate Risk in the Banking Book is the authoritative resource on this evolving topic.

Asset Liability Management Optimisation

Asset Liability Management Optimisation
Author: Beata Lubinska
Publsiher: John Wiley & Sons
Total Pages: 240
Release: 2020-02-24
ISBN: 1119635519
Category: Business & Economics
Language: EN, FR, DE, ES & NL

Asset Liability Management Optimisation Book Excerpt:

An advanced method for financial institutions to optimize Asset Liability Management for maximized return and minimized risk Financial institutions today are facing daunting regulatory and economic challenges. As they manage bank regulation and competition, institutions are also optimizing their Asset Liability Management (ALM) operations. The function of the ALM unit today goes beyond risk management related to the banking book into managing regulatory capital and positioning the balance sheet to maximize profit. Asset Liability Management Optimization: A Practitioner's Guide to Balance Sheet Management and Remodelling offers a step-by-step process for modeling and reshaping a bank's balance sheet. Based on the author's extensive research, it describes how to apply a quantifiable optimization method to help maximize asset return and minimize funding cost in the banking book. ALM ranks as a key component of any financial institution's overall operating strategy. Now, financial professionals can use an advanced solution for optimizing ALM. This book takes a closer look at the evolving role of the ALM function and the target position of the banking book. It provides strategies for active management, structuring, and hedging of a bank balance sheet, while also exploring additional topics related to ALM. A description of the Funds Transfer Pricing (FTP) process related to a bank’s target position Detailed examinations of interest rate risk in the banking book (IRRBB) Discussion of Basel III regulatory requirements and maturity gap analysis Overview of customer behavior, along with its impact on interest rate and liquidity risk Practical spreadsheet models (NII sensitivity and EVE volatility IRRBB model, simplified optimization model for minimization of average funding cost for a bank and an example of behavioral model for Non-Maturing Deposits) Explorations of model risk, sensitivity analysis, and case studies The optimization techniques found in Asset Liability Management Optimization can prove vital to financial professionals who are tasked with maximizing asset return and reducing funding costs as a critical part of business objectives.