Asset, Liability Management for Financial Institutions: Maximising Shareholder Value Through Risk-conscious Investing - Brossura

Leo M. Tilman

Brossura

ISBN 10: 1843741245 ISBN 13: 9781843741244

Casa editrice: Euromoney Books, 2003

Riassunto

As the first-ever definitive guide to Asset/Liability Management (ALM) across financial institutions, this book is essential in developing consistent frameworks for risk management. Leveraging the experience of 38 senior industry practitioners, it provides a unique and practical perspective on the practice of ALM. The book covers the management, techniques and practices of ALM in financial institutions, the challenges facing depository institutions, the insurance industry, pension and mortgage providers, and the regulatory and accounting aspects of ALM options and decisions. It looks at considerations for equity analysts and investors, the role of asset managers, applications of financial modelling and how to construct optimal benchmarks, and much more. For financial and corporate executives, treasurers, portfolio managers, investment bankers, traders, actuaries, modellers, academics and regulators, this book brings you face-to-face with the leading experts and is a valuable reference for anyone involved in the business of ALM at this critical juncture. This book has been sited as a reference in the Basel Committee on Banking Supervision's Consultative Document: The Application of Basel II to Trading Activities and the Treatment of Double Default Effects (April 2005).

Su questo libro

Recensione:

Building upon his acclaimed text on risk management, Leo Tilman has assembled an exceptional group of contributors to create an authoritative volume on asset/liability management. Finance professionals, regulators, investors, and academics now have a definitive reference on perspectives and practices of leading institutions --Tetsuya Miyagawa, General Manager, International Investment Department, Nippon Life Insurance Company

ALM plays a central role in uniting corporate finance and risk management. Grounded in practical realities, this book builds an intellectual bridge between ideas and tools critical for players across the financial industry." --Professor Harry H. Panjer, President, Society of Actuaries

A timely discussion of the most important asset/liability management issues financial institutions will undoubtedly continue to face --William H. Gross, Chief Investment Officer and Managing Director, Pacific Investment Management Company

Product Description:

Book by Leo M tilman

Su questa edizione

• Editore: Euromoney Books
• Data di pubblicazione: 2003
• ISBN 10: 1843741245
• ISBN 13: 9781843741244
• Rilegatura: Copertina flessibile
• Numero edizione: 1
• Numero di pagine: 368