Wiley, 2014. — 216 p. — ISBN: 978-1-118-85800-4. Liquidity risk is in the spotlight of both regulators and management teams across the banking industry. The European banking regulator has introduced and implemented a stronger liquidity regulatory framework and local regulators have made liquidity a top priority on their supervisory agenda. Banks have accordingly followed suit....
London: Wiley-ISTE, 2015. — 154 p. — ISBN: 9781848218833. This book introduces ALM in the context of banks and insurance companies. Although this strategy has a core of fundamental frameworks, models may vary between banks and insurance companies because of the different risks and goals involved. The authors compare and contrast these methodologies to draw parallels between the...
Financial Times/Prentice Hall, 2002. — 157 p. — ISBN: 978-0273656562. As institutional shareholders increase pressure on value creation and as central banks around the world are forcing banks to improve their ALM capabilities, the time has come for every banker to master the tools of Asset and Liability Management, and the control of value creation and risk. Written for a...
Wiley, 2020. — 1028 p. — ISBN: 9781119701880. Asset-Liability and Liquidity Management distills the author’s extensive experience in the financial industry, and ALM in particular, into concise and comprehensive lessons. Each of the topics is covered with a focus on real-world applications, based on the author’s own experience in the industry. The author is the Vice President of...
Wiley, 2021. — 259 p. — ISBN: 1119755018. Introduces practical approaches for optimizing management and hedging of Interest Rate Risk in the Banking Book (IRRBB) driven by fast evolving regulatory landscape and market expectations. Interest rate risk in the banking book (IRRBB) gained its importance through the regulatory requirements that have been growing and guiding the...
Risk Books, 2017. — 288 p. — ISBN: 978-1782723257. The author explains the nature of interest rate risks in simple language, describing the methods typically used to measure them, with the added advantage of many worked examples. He explores the various strengths and weaknesses of each in order to come up with suggestions as to what constitutes best practice. The book is...
London: Risk Books, 2017 — 260 p. — ISBN: 978-1-782723257. The author explains the nature of interest rate risks in simple language, describing the methods typically used to measure them, with the added advantage of many worked examples. He explores the various strengths and weaknesses of each in order to come up with suggestions as to what constitutes best practice. The book...
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