Asset Liability Management Optimisation: A Practitioner’s Guide to Balance Sheet Management and Remodelling

Asset Liability Management Optimisation: A Practitioner’s Guide to Balance Sheet Management and Remodelling – Ebook Instant Download/Delivery ISBN(s): 9781119635482,1119635489,9781119635512, 1119635519

Product details:

• ISBN 10:1119635519
• ISBN 13: 9781119635512
• Author: Beata Lubinska

Financial institutions today are facing daunting regulatory and economic challenges. As they manage bank regulation and competition, institutions are also optimizing their Asset Liability Management (ALM) operations. The function of the ALM unit today goes beyond risk management related to the banking book into managing regulatory capital and positioning the balance sheet to maximize profit.  Asset Liability Management Optimization: A Practitioner’s Guide to Balance Sheet Management and Remodelling offers a step-by-step process for modeling and reshaping a bank’s balance sheet. Based on the author’s extensive research, it describes how to apply a quantifiable optimization method to help maximize asset return and minimize funding cost in the banking book.

Table contents:

CHAPTER 1: ALM of the Banking Book

CHAPTER 2: Methods of Measurement and Management of the Interest Rate Risk and Liquidity Risk

CHAPTER 3: Customer Behaviour and Its Impact on Interest Rate and Liquidity Risk

CHAPTER 4: Formulation of the Optimisation Process and Articulation of the Decision Model

CHAPTER 5: Practical Example of the Optimisation Process and Quantification of the Economic Impact under Base and Stress Scenarios

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