Asset–Liability Management for Financial Institutions

Balancing Financial Stability with Strategic Objectives

Business & Finance
Cover of the book Asset–Liability Management for Financial Institutions by Bob Swarup, Bloomsbury Publishing
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Bob Swarup ISBN: 9781849300582
Publisher: Bloomsbury Publishing Publication: May 24, 2012
Imprint: Bloomsbury Information Language: English
Author: Bob Swarup
ISBN: 9781849300582
Publisher: Bloomsbury Publishing
Publication: May 24, 2012
Imprint: Bloomsbury Information
Language: English

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 revision of strategies, often on a daily basis due to the fast-moving nature of the related risks and constraints.

This approachable book features up-to-date practitioner and academic perspectives to provide you with the knowledge you need. Key foundation information is backed up by the latest research and thought leadership to form a comprehensive guide to ALM for today and into the future, with case studies and worked examples. Detailed coverage includes:

* Successful risk management frameworks
* Coherent stress-testing
* Modeling market risk
* Derivatives and ALM
* Contingency funding to manage liquidity risks
* Basel III capital adequacy standard
* Investment management for insurers
* Property and casualty portfolio management
* Funds transfer pricing
* Problem loan modeling

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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 revision of strategies, often on a daily basis due to the fast-moving nature of the related risks and constraints.

This approachable book features up-to-date practitioner and academic perspectives to provide you with the knowledge you need. Key foundation information is backed up by the latest research and thought leadership to form a comprehensive guide to ALM for today and into the future, with case studies and worked examples. Detailed coverage includes:

* Successful risk management frameworks
* Coherent stress-testing
* Modeling market risk
* Derivatives and ALM
* Contingency funding to manage liquidity risks
* Basel III capital adequacy standard
* Investment management for insurers
* Property and casualty portfolio management
* Funds transfer pricing
* Problem loan modeling

More books from Bloomsbury Publishing

Cover of the book Hermeneutics between History and Philosophy by Bob Swarup
Cover of the book From Communism to Capitalism by Bob Swarup
Cover of the book The Magical Match by Bob Swarup
Cover of the book Shakespeare in the Theatre: Mark Rylance at the Globe by Bob Swarup
Cover of the book Legitimate Expectations in the Common Law World by Bob Swarup
Cover of the book Sonic Rupture by Bob Swarup
Cover of the book Land of the Free by Bob Swarup
Cover of the book The Archaeology of Mediterranean Placemaking by Bob Swarup
Cover of the book I Was Howard Hughes by Bob Swarup
Cover of the book Princess Snowbelle and the Snow Games by Bob Swarup
Cover of the book Warships of the Anglo-Dutch Wars 1652–74 by Bob Swarup
Cover of the book How to Look at Stained Glass by Bob Swarup
Cover of the book Poverty in the Early Church and Today by Bob Swarup
Cover of the book Introducing Biblical Theology by Bob Swarup
Cover of the book Mass Media and Political Decision-Making by Bob Swarup
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy