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Author : Yesim Tokat
Publisher :
ISBN 13 :
Total Pages : 304 pages
Book Rating : 4.77/5 ( download)
Download or read book Essays on Asset Allocation and Asset/liability Management written by Yesim Tokat and published by . This book was released on 2002 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Florian Klein
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.13/5 ( download)
Download or read book Essays on Asset Liability Management and Policyholders' Willingness to Pay written by Florian Klein and published by . This book was released on 2019 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Lidia Bolla
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.73/5 ( download)
Download or read book Essays on Asset Management and Asset Liability Management written by Lidia Bolla and published by . This book was released on 2016 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : David Frederik Schrager
Publisher : Rozenberg Publishers
ISBN 13 : 9051709455
Total Pages : 195 pages
Book Rating : 4.52/5 ( download)
Download or read book Essays on asset liabilty modelling written by David Frederik Schrager and published by Rozenberg Publishers. This book was released on 2007 with total page 195 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Essays on Asset and Liability Management Analysis written by and published by . This book was released on 2021 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Thomas Berry-Stölzle
Publisher :
ISBN 13 :
Total Pages : 152 pages
Book Rating : 4.73/5 ( download)
Download or read book Asset Liability Management and Underwriting Cycles written by Thomas Berry-Stölzle and published by . This book was released on 2007 with total page 152 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Thomas Berry-Stölzle
Publisher :
ISBN 13 :
Total Pages : 152 pages
Book Rating : 4.21/5 ( download)
Download or read book Asset Liability Management and Underwriting Circles written by Thomas Berry-Stölzle and published by . This book was released on 2007 with total page 152 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : William T. Ziemba
Publisher : Cambridge University Press
ISBN 13 : 9780521571876
Total Pages : 688 pages
Book Rating : 4.71/5 ( download)
Download or read book Worldwide Asset and Liability Modeling written by William T. Ziemba and published by Cambridge University Press. This book was released on 1998-11-12 with total page 688 pages. Available in PDF, EPUB and Kindle. Book excerpt: The underlying theme of this volume is how to invest assets over time to achieve satisfactory returns subject to uncertainties, various constraints and liability commitments. Most investors, be they individuals or institutions, do not diversify properly across markets nor across time. The papers utilize several approaches and integrate a number of techniques as well as discussing a variety of models that have either been implemented, are close to being implemented, or represent new innovative approaches that may lead to future novel applications. Other issues address the future of asset-liability management modeling. This includes models for individuals, and various financial institutions such as banks and insurance companies. This will lead to custom products, that is, financial engineering. All in all, this will be essential reading for all involved in analysing the financial markets.
Author : Jerry Hartzog
Publisher :
ISBN 13 :
Total Pages : 28 pages
Book Rating : 4.54/5 ( download)
Download or read book Asset/liability Management written by Jerry Hartzog and published by . This book was released on 1983 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Beata Lubinska
Publisher : John Wiley & Sons
ISBN 13 : 1119635519
Total Pages : 268 pages
Book Rating : 4.12/5 ( download)
Download or read book Asset Liability Management Optimisation written by Beata Lubinska and published by John Wiley & Sons. This book was released on 2020-02-24 with total page 268 pages. Available in PDF, EPUB and Kindle. 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.
