Cover of: Asset And Liability Management | Jean Dermine Read Online
Share

Asset And Liability Management The Banker"s Guide to Value Creation And Risk Control ("Financial Times") by Jean Dermine

  • 97 Want to read
  • ·
  • 49 Currently reading

Published by Financial Times Management .
Written in English

Subjects:

  • Banking,
  • Investment & securities,
  • Finance,
  • Management - General,
  • Business & Economics,
  • Asset-liability management,
  • Business/Economics

Book details:

Edition Notes

ContributionsE. Mercier (Collaborator)
The Physical Object
FormatHardcover
Number of Pages187
ID Numbers
Open LibraryOL10288225M
ISBN 10027371001X
ISBN 109780273710011

Download Asset And Liability Management

PDF EPUB FB2 MOBI RTF

  Bankers' performance is increasingly evaluated against their value creation and so it is very much in their interests to be proficient in Asset & Liability Management (ALM), the control of value creation and risk. This book is a general overview by a world expert in ALM and is a concise and crystal clear presentation of the essential concepts/5(6). 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. 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 3/5.   Created for banking and finance professionals with a desire to expand their management skillset, this book focuses on how banks manage assets and liabilities, set up governance structures to minimize risks, and approach such critical areas as regulatory disclosures, interest rates, and risk hedging. It was written by the experts at the .

About this book 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. Handbook of Asset and Liability Management, Volume 2: Applications and Case Studies North Holland Handbooks in Finance, eds. S.A. Zenios and W.T. Ziemba, Elsevier Science B.V., ALM in Banking Jean Dermine INSEAD, F Fontainebleau, France . IAA Risk Book Chapter 13 - Asset Liability Management Techniques and Practices for Insurance Companies Charles Gilbert 1. Executive Summary This chapter provides the reader with practical insights into ALM techniques and practices for insurance companies. Key messages include: 1.   Asset/liability management is the process of managing the use of assets and cash flows to reduce the firm’s risk of loss from not paying a liability on time. Well-managed assets and liabilities.

  An in-depth look at how banks and financial institutions manage assets and liabilities Created for banking and finance professionals with a desire to expand their management skillset, this book focuses on how banks manage assets and liabilities, set up governance structures to minimize risks, and approach such critical areas as regulatory disclosures, interest rates, and risk hedging/5(3). In the Handbook of Asset and Liability Management: From Models to Optimal Return Strategies, Alexandre Adam presents a comprehensive guide to Asset and Liability n 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. Asset Liability Management: An Overview Page 5 by structuring the portfolios of assets and liabilities to change equally in value whenever the interest rate changes. 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. Skip to main content.