Asset and Liability Management for Banks and Insurance Companies PDF Download
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Author: Marine Corlosquet-Habart
Publisher: John Wiley & Sons
ISBN: 111918455X
Category : Mathematics
Languages : en
Pages : 166
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Book Description
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 commonalities and divergences of these two services and thereby provide a deeper understanding of ALM in general.
Author: Marine Corlosquet-Habart
Publisher: John Wiley & Sons
ISBN: 111918455X
Category : Mathematics
Languages : en
Pages : 166
Get Book Here
Book Description
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 commonalities and divergences of these two services and thereby provide a deeper understanding of ALM in general.
Author: Marine Habart-Corlosquet
Publisher: Wiley-ISTE
ISBN: 9781848217119
Category : Mathematics
Languages : en
Pages : 200
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Book Description
Author: Rossano Giandomenico
Publisher:
ISBN: 9783838333908
Category :
Languages : en
Pages : 64
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Book Description
Author: G. Mitra
Publisher: Springer
ISBN: 023030723X
Category : Business & Economics
Languages : en
Pages : 547
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Book Description
Recent years have shown an increase in development and acceptance of quantitative methods for asset and liability management strategies. This book presents state of the art quantitative decision models for three sectors: pension funds, insurance companies and banks, taking into account new regulations and the industries risks.
Author: Leo M. Tilman
Publisher: Euromoney Books
ISBN: 9781843741244
Category : Asset-liability management
Languages : en
Pages : 386
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Book Description
As a guide to Assel/Liability Management (ALM) across financial institutions, this book is useful in developing consistent frameworks for risk management.
Author: Frans de Weert
Publisher: John Wiley & Sons
ISBN: 0470971649
Category : Business & Economics
Languages : en
Pages : 263
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Book Description
In the aftermath of the financial crisis, capital management has become a critical factor in value creation for banks and other financial institutions. Although complex and subject to regulatory change, the strategic importance of capital management became apparent during the crisis and has moved the subject to the top of corporate agendas. Bank and Insurance Capital Management is an essential guide to help banks and insurance companies understand and manage their capital position. Bridging the gap between theory and practice, it provides proven techniques for managing bank capital, as well as explaining key capital management perspectives, including accounting, regulatory, risk and capital management and corporate finance. It also shows how to analyze a firm's stakeholders such as depositors, policy holders, debt holders and shareholders, and manage their expectations, and how to align risk and capital management so as to best optimize the return on capital and preserve capital in periods of stress. Economic capital is also discussed in depth, as are the practicalities of bank and insurance M&A, and the book also shows how financial innovations can be used to optimise the capital position and how diversification effects are reflected in the capital position. This book will arm readers with the knowledge and skills needed to understand how capital management can improve capital structure and performance, achieving an optimal cost of, and return on capital, creating value as a result.
Author: Eric Briys
Publisher: John Wiley & Sons
ISBN:
Category : Business & Economics
Languages : en
Pages : 184
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Book Description
An in-depth look at the increasingly significant convergence between the insurance industry and the capital markets. This important publication, by two premier financial experts, explores the unique convergence of finance and insurance. The book covers the basics of property-casualty insurance, securitizing insurance risks, looks at life insurance in the United States and ALM in insurance. It addresses the questions and concerns of investment banks, brokerage firms and the insurance/reinsurance sector itself, examines ongoing trends and issues, and how current market pressures on insurance companies do not just create challenges but actually point the way to future promising developments.
Author: Mona J. Gardner
Publisher: South Western Educational Publishing
ISBN: 9780030220548
Category : Asset-liability management
Languages : en
Pages : 0
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Book Description
This text provides coverage of asset and liability management techniques for depository institutions, finance companies, insurance companies, pension funds, mutual funds, securities firms, and diversified financial services firms.
Author: William T. Ziemba
Publisher: Cambridge University Press
ISBN: 9780521571876
Category : Business & Economics
Languages : en
Pages : 688
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Book Description
The underlying theme of this volume is how to invest assets over time to achieve satisfactory returns subject to uncertainties, various constraints and liability commitments. Most investors, be they individuals or institutions, do not diversify properly across markets nor across time. The papers utilize several approaches and integrate a number of techniques as well as discussing a variety of models that have either been implemented, are close to being implemented, or represent new innovative approaches that may lead to future novel applications. Other issues address the future of asset-liability management modeling. This includes models for individuals, and various financial institutions such as banks and insurance companies. This will lead to custom products, that is, financial engineering. All in all, this will be essential reading for all involved in analysing the financial markets.
Author: Bob Swarup
Publisher: Bloomsbury Publishing
ISBN: 1849300585
Category : Business & Economics
Languages : en
Pages : 224
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Book Description
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
