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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."--Bloomsbury Publishing 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

Asset-liability management. --- Asset-liability management (Banking) --- Funds management --- Financial institutions --- Management --- Investments --- Asset-liability management --- 333.109 --- 333.130.1 --- 333.53 --- AA / International- internationaal --- Veiligheid. Bankovervallen. Bankrisico's --- Bankbedrijf. Buiten-balans verrichtingen --- Financiële activa en passiva

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Private finance --- bankwezen --- AA / International- internationaal --- |00180/B --- 338.340 --- 382.254 --- 333.109 --- 336 --- Algemene ontwikkeling in de Derde Wereld. --- Internationale kredieten. --- Veiligheid. Bankovervallen. Bankrisico's. --- Banks and banking, International --- Veiligheid. Bankovervallen. Bankrisico's --- Algemene ontwikkeling in de Derde Wereld --- Internationale kredieten --- International banking --- Offshore banking (Finance) --- Transnational banking --- Financial institutions, International --- International finance

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347.734 <492> --- Tort liability of banks --- -NL / Netherlands - Nederland - Pays Bas --- 347.734 --- 333.109 --- 13.16 --- Banks and banking --- Lender liability --- Bankrecht. Bankwezen--Nederland --- Bank- en spaarinstellingen (recht). --- Veiligheid. Bankovervallen. Bankrisico's. --- Wettelijke en contractuele aansprakelijkheid ; Bankiers ; Wisselagenten --- 347.734 <492> Bankrecht. Bankwezen--Nederland --- NL / Netherlands - Nederland - Pays Bas --- Veiligheid. Bankovervallen. Bankrisico's --- Bank- en spaarinstellingen (recht)

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Risk management --- -Derivative securities --- 658.155 --- Derivative financial instruments --- Derivative financial products --- Derivative instruments --- Derivatives (Finance) --- Financial derivatives --- Securities --- Structured notes (Securities) --- Insurance --- Management --- Mathematical models --- AA / International- internationaal --- 333.605 --- 333.642 --- 333.109 --- 339.42 --- Nieuwe financiële instrumenten. --- Termijn. Financial futures. --- Veiligheid. Bankovervallen. Bankrisico's. --- Financiële analyse. --- Nieuwe financiële instrumenten --- Termijn. Financial futures --- Veiligheid. Bankovervallen. Bankrisico's --- Financiële analyse

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The field of credit risk and corporate bankruptcy prediction has gained considerable momentum following the collapse of many large corporations around the world, and more recently through the sub-prime scandal in the United States. This book provides a thorough compendium of the different modelling approaches available in the field, including several new techniques that extend the horizons of future research and practice. Topics covered include probit models (in particular bivariate probit modelling), advanced logistic regression models (in particular mixed logit, nested logit and latent class models), survival analysis models, non-parametric techniques (particularly neural networks and recursive partitioning models), structural models and reduced form (intensity) modelling. Models and techniques are illustrated with empirical examples and are accompanied by a careful explanation of model derivation issues. This practical and empirically-based approach makes the book an ideal resource for all those concerned with credit risk and corporate bankruptcy, including academics, practitioners and regulators.

Bankruptcy --- Credit --- Risk management --- 305.6 --- 333.109 --- AA / International- internationaal --- Insurance --- Management --- Credit management --- Cessio bonorum --- Insolvency --- Privileged debts --- Business failures --- Commercial law --- Debt --- Forecasting --- Risicotheorie, speltheorie. Risicokapitaal. Beslissingsmodellen --- Veiligheid. Bankovervallen. Bankrisico's --- Law and legislation --- Risk management. --- Management. --- Forecasting. --- Business, Economy and Management --- Economics