Asset–Liability Management for Financial Institutions: Balancing Financial Stability with Strategic Objectives - Couverture rigide

Name: Asset–Liability Management for Financial Institutions: Balancing Financial Stability with Strategic Objectives
ISBN: 9781849300483

9781849300483: Asset–Liability Management for Financial Institutions: Balancing Financial Stability with Strategic Objectives

Couverture rigide

ISBN 10 : 1849300488 ISBN 13 : 9781849300483

Editeur : Bloomsbury Information, 2012

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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

Les informations fournies dans la section � Synopsis � peuvent faire r�f�rence � une autre �dition de ce titre.

� propos de l'auteur

Bob Swarup is a respected investor, thought leader and commentator on financial markets, investments and regulation. Born in India in 1977, he was educated in England. He holds an MA from the University of Cambridge, two Masters degrees, and a PhD in cosmology from Imperial College London. He has managed investments at financial institutions, sat on the boards of hedge funds and private equity firms, worked closely with leading think tanks, advised policymakers and industry alike, and is an award-winning journalist. He lives in London.

Les informations fournies dans la section � A propos du livre � peuvent faire r�f�rence � une autre �dition de ce titre.