Asset liability management optimization a practitioner's guide to balance sheet management and remodelling
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 Ass...
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Chichester, West Sussex, England :
Wiley
[2020]
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| Edición: | 1st edition |
| Colección: | Wiley finance series.
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009630976006719 |
Tabla de Contenidos:
- ALM of the Banking Book
- Methods of Measurement and Management of the Interest Rate Risk and Liquidity Risk
- Customer Behaviour and Its Impact on Interest Rate and Liquidity Risk
- Formulation of the Optimisation Process and Articulation of the Decision Model
- Practical Example of the Optimisation Process and Quantification of the Economic Impact under Base and Stress Scenarios.
