Handbook of ALM in Banking PDF Download
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Author: Andreas Bohn
Publisher:
ISBN: 9781782720119
Category : Bank management
Languages : en
Pages : 511
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Book Description
In recent years, there has been increased focus on the universal banking model as well as new regulations focusing on asset and liability management (ALM) practices. In an environment of low interest rates and expansionary monetary policy, there is increased competition around loan and deposit businesses, as well as moves to integrate trading book assets and liabilities into the ALM framework. Consequently, ALM is at the top of banks agendas. Edited by industry experts Andreas Bohn and Marije Elkenbracht-Huizing, The Handbook of ALM in Banking brings together key contributions from those implementing new ALM frameworks in light of these latest developments. The book examines the intricacies of loans and deposits in the context of revisions to statutory deposit protection schemes. It also assesses the demands on banks liquidity reserves and collateral, as well as funding implications. The increased regulatory focus on earnings at risk and on capital and balance sheet consumption is also under the spotlight, with the book clarifying issues on funds transfer pricing, capital management and balance sheet requirements. The Handbook of ALM in Banking provides a full overview of methods and methodologies being applied in cutting-edge ALM management. This book is a must-read for ALM managers, risk managers, balance sheet managers, accountants, treasurers.
Author: Andreas Bohn
Publisher:
ISBN: 9781782720119
Category : Bank management
Languages : en
Pages : 511
Get Book Here
Book Description
In recent years, there has been increased focus on the universal banking model as well as new regulations focusing on asset and liability management (ALM) practices. In an environment of low interest rates and expansionary monetary policy, there is increased competition around loan and deposit businesses, as well as moves to integrate trading book assets and liabilities into the ALM framework. Consequently, ALM is at the top of banks agendas. Edited by industry experts Andreas Bohn and Marije Elkenbracht-Huizing, The Handbook of ALM in Banking brings together key contributions from those implementing new ALM frameworks in light of these latest developments. The book examines the intricacies of loans and deposits in the context of revisions to statutory deposit protection schemes. It also assesses the demands on banks liquidity reserves and collateral, as well as funding implications. The increased regulatory focus on earnings at risk and on capital and balance sheet consumption is also under the spotlight, with the book clarifying issues on funds transfer pricing, capital management and balance sheet requirements. The Handbook of ALM in Banking provides a full overview of methods and methodologies being applied in cutting-edge ALM management. This book is a must-read for ALM managers, risk managers, balance sheet managers, accountants, treasurers.
Author: Moorad Choudhry
Publisher: John Wiley & Sons
ISBN: 1118177215
Category : Business & Economics
Languages : en
Pages : 1444
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Book Description
Banks are a vital part of the global economy, and the essence of banking is asset-liability management (ALM). This book is a comprehensive treatment of an important financial market discipline. A reference text for all those involved in banking and the debt capital markets, it describes the techniques, products and art of ALM. Subjects covered include bank capital, money market trading, risk management, regulatory capital and yield curve analysis. Highlights of the book include detailed coverage of: Liquidity, gap and funding risk management Hedging using interest-rate derivatives and credit derivatives Impact of Basel II Securitisation and balance sheet management Structured finance products including asset-backed commercial paper, mortgage-backed securities, collateralised debt obligations and structured investment vehicles, and their role in ALM Treasury operations and group transfer pricing. Concepts and techniques are illustrated with case studies and worked examples. Written in accessible style, this book is essential reading for market practitioners, bank regulators, and graduate students in banking and finance. Companion website features online access to software on applications described in the book, including a yield curve model, cubic spline spreadsheet calculator and CDO waterfall model.
Author: Michael Hüttermann
Publisher: Simon and Schuster
ISBN: 1638351988
Category : Computers
Languages : en
Pages : 543
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Book Description
Summary Agile ALM is a guide for Java developers who want to integrate flexible agile practices and lightweight tooling along all phases of the software development process. The book introduces a new vision for managing change in requirements and process more efficiently and flexibly. It synthesizes technical and functional elements to provide a comprehensive approach to software development. About the Technology Agile Application Lifecycle Management (Agile ALM) combines flexible processes with lightweight tools in a comprehensive and practical approach to building, testing, integrating, and deploying software. Taking an agile approach to ALM improves product quality, reduces time to market, and makes for happier developers. About the Book Agile ALM is a guide for Java developers, testers, and release engineers. By following dozens of experience-driven examples, you'll learn to see the whole application lifecycle as a set of defined tasks, and then master the tools and practices you need to accomplish those tasks effectively. The book introduces state-of-the-art, lightweight tools that can radically improve the speed and fluidity of development and shows you how to integrate them into your processes. The tools and examples are Java-based, but the Agile ALM principles apply to all development platforms. Purchase of the print book comes with an offer of a free PDF, ePub, and Kindle eBook from Manning. Also available is all code from the book. What's Inside A thorough introduction to Agile ALM Build an integrated Java-based Agile ALM toolchain Use Scrum for release management Reviewed by a team of 20 Agile ALM experts ================================ Table of Contents PART 1 INTRODUCTION TO AGILE ALM Getting started with Agile ALM ALM and Agile strategiesPART 2 FUNCTIONAL AGILE ALM Using Scrum for release management Task-based developmentPART 3 INTEGRATION AND RELEASE MANAGEMENT Integration and release management Creating a productive development environment Advanced CI tools and recipesPART 4 OUTSIDE-IN AND BARRIER-FREE DEVELOPMENT Requirements and test management Collaborative and barrier-free development with Groovy and Scala
Author: Khalil Refai
Publisher: KHALIL REFAI
ISBN:
Category : Technology & Engineering
Languages : en
Pages : 39
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Book Description
Send me an email at
[email protected] to receive the articles cited in this manuscript. This manuscript presents the exciting new technology of additive layer manufacturing (ALM) of metal objects for a broad audience of academic and industry researchers, manufacturing professionals, undergraduate and graduate students, hobbyists, and artists. Innovative applications ranging from rocket nozzles to medical implants illustrate a new world of freedom in design and fabrication, creating objects otherwise not possible by conventional means. New questions naturally arise when using ALM for structural parts. For example, what is the surface quality of the obtained structures? How is it possible to control material defects? How does the microstructure affect the macroscopic mechanical properties? What are the optimal machine parameters for producing components by ALM? At which phase of the design should optimization take place to fully exploit the potential of ALM? Answering these questions is a key point in order to reduce the gap between the requirements set by the technical specifications and the produced part. Therefore, it seems obvious that the industrialization of the ALM process involves the development of mathematical models and algorithms capable of integrating the specificity of the manufacturing process as well as the associated physical phenomena from the first (preliminary) stage. The author presents a bibliographical summary of the various aspects of Additive Manufacturing (AM). Generalities on AM techniques and Ti-6Al-4V obtained by SLM are presented. Then, the mechanical and fatigue behaviours of SLM Ti-6Al-4V structures is analyzed. The sensitivity to different parameters such as HIP post-processing, surface roughness and porosities is discussed.
Author: United States. Congress. Senate. Committee on Energy and Natural Resources
Publisher:
ISBN:
Category : Political Science
Languages : en
Pages : 160
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Book Description
Hearings on nominations to positions in the Dept. of Energy and the U.S. Enrichment Corporation.
Author: Mathias Olausson
Publisher: Apress
ISBN: 148421272X
Category : Computers
Languages : en
Pages : 377
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Book Description
This book is the authoritative source on implementing Continuous Delivery practices using Microsoft’s Visual Studio and TFS 2015. Microsoft MVP authors Mathias Olausson and Jakob Ehn translate the theory behind this methodology and show step by step how to implement Continuous Delivery in a real world environment. Building good software is challenging. Building high-quality software on a tight schedule can be close to impossible. Continuous Delivery is an agile and iterative technique that enables developers to deliver solid, working software in every iteration. Continuous delivery practices help IT organizations reduce risk and potentially become as nimble, agile, and innovative as startups. In this book, you'll learn: What Continuous Delivery is and how to use it to create better software more efficiently using Visual Studio 2015 How to use Team Foundation Server 2015 and Visual Studio Online to plan, design, and implement powerful and reliable deployment pipelines Detailed step-by-step instructions for implementing Continuous Delivery on a real project
Author: United States. Congress. Senate. Committee on Environment and Public Works
Publisher:
ISBN:
Category :
Languages : en
Pages : 130
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Book Description
Author: Serge Moulin
Publisher: Lulu.com
ISBN: 1326924729
Category : Business & Economics
Languages : en
Pages : 184
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Book Description
M. Moulin is an investment banker specialized in financial institutions His company models and analyzes banks and insurance companies' assets and liabilities and advises his customers on their ALM, investments, liquidity and capital. M. Moulin wrote numerous research papers on finance and he lectures at the French National School for Statistics and (ENSAE) and the French Certificate in Asset Liability Management. Mr. Moulin graduated from ENSAE and is a member of the French Institute of Actuaries. This book gathers the research papers published by ALM-Vision in 2016.
Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 150
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Book Description
Author: Diogo Gobira
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3110664666
Category : Business & Economics
Languages : en
Pages : 216
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Book Description
ALM Modeling and Balance Sheet Optimization is a comprehensive book that combines theoretical exploration with practical guidance and code examples on implementing a balance sheet optimization model. The book emphasizes the use of stochastic dynamic programming to develop a deep and holistic understanding of the banking problem. Encompassing the entire implementation stack – spanning from data layers to the specification of decision variables, business and regulatory constraints, objective functions, modeling strategies, solving techniques, debugging, and reporting – this book serves as a comprehensive guide for constructing highly effective balance optimization models from scratch, enabling the maximization of banking outcomes. Readers will learn how to build a mathematical model capable of generating projections for portfolios; balance sheet, income and cash flow statements; capital, and risk measures in real-world scenarios. This practical approach is particularly valuable for professionals involved in integrated stress testing, capital adequacy assessment, financial planning, and optimization tasks. In essence, the book offers valuable insights into the challenges of balance sheet optimization, providing readers with the necessary tools to build their own dynamic and comprehensive ALM models.
