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"Asset-Liability and Liquidity Management is a quantitative finance book, focused in the areas of Asset-Liability Management (ALM), Liquidity Risk and Funds Transfer Pricing (FTP), for bank, investment bank, hedge funds and investment professionals. It explains basic concepts and covers fundamentals of analytical finance in early chapters, and then follows with a comprehensive discussion of different financial valuation models and techniques for a wide range of products. Using fundamentals covered in earlier chapters, the book then focuses on two pillars of asset-liability management: economic value of equity and net interest income and explains them in rich detail. Concepts of liquidity risk and funds transfer pricing are each explained thoroughly in their own chapters. Since many of the subjects discussed in the book are analytical and based on statistical concepts, an Appendix is added to the end of the book to cover basic probability and statistics topics to promote a complete understanding of these topics applied to asset-liability and liquidity risk management. The book introduce the concept of Economic Value eof Equity (EVA), and explains various methods to exam the impact of change in market conditions on EVE of a financial company. In addition, it exams Funds transferring pricing (FTP) in detail, first introducing the basic concepts of FTP and then explores two major approaches in FTP, the pool method and match maturity method, for fixed-rate, floating-rate and non-maturing products,"--

Asset-liability management.

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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 view on the business. Well structured, this book includes essential information on Balance Sheet Items and Products Modeling, Tools for Asset and Liability Managers, as well as Optimal Returns Strategies. Explaining, in detail, all the written and un

Asset-liability management.

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Taken from the Handbook of Business Strategy, this briefing will bring you up-to-date on issues of reputational management, the use of scenarios in risk analysis and practical ways with which to protect your business assets against nature and terrorism.

Investments. --- Asset-liability management.

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"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. It was written by the experts at the world-renowned Hong Kong Institute of Bankers, an organization dedicated to providing the international banking community with education and training. Explains bank regulations and the relationship with monetary authorities, statements, and disclosures Considers the governance structure of banks and how it can be used to manage assets and liabilities Offers strategies for managing assets and liabilities in such areas as loan and investment portfolios, deposits, and funds Explores capital and liquidity, including current standards under Basel II and Basel III, funding needs, and stress testing Presents guidance on managing interest rate risk, hedging, and securitization"-- "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 world-renowned Hong Kong Institute of Bankers, an organization dedicated to providing the international banking community with education and training"--

Asset-liability management. --- Bank management.

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Asset-liability management --- United States.