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Handbook of Asset and Liability Management -

Handbook of Asset and Liability Management

Applications and Case Studies
Buch | Hardcover
684 Seiten
2007
North-Holland (Verlag)
978-0-444-52802-5 (ISBN)
CHF 219,95 inkl. MwSt
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Focuses on applications and case studies in asset and liability management. This volume portrays ALM in practice which addresses the theories and methodologies behind these models. It describes and analyzes models used in banking, insurance, money management, individual investor financial planning, pension funds, and social security.
The Handbooks in Finance are intended to be a definitive source for comprehensive and accessible information in the field of finance. Each individual volume in the series presents an accurate self-contained survey of a sub-field of finance, suitable for use by finance and economics professors and lecturers, professional researchers, graduate students and as a teaching supplement.

It is fitting that the series Handbooks in Finance devotes a handbook to Asset and Liability Management. Volume 2 focuses on applications and case studies in asset and liability management.

The growth in knowledge about practical asset and liability modeling has followed the popularity of these models in diverse business settings. This volume portrays ALM in practice, in contrast to Volume 1, which addresses the theories and methodologies behind these models. In original articles practitioners and scholars describe and analyze models used in banking, insurance, money management, individual investor financial planning, pension funds, and social security. They put the traditional purpose of ALM, to control interest rate and liquidity risks, into rich and broad-minded frameworks. Readers interested in other business settings will find their discussions of financial institutions both instructive and revealing.

ALM in banking
Dynamic financial analysis for multinational insurance companies
Stochastic Programming Models for Strategic and Tactical Asset Allocation - a study from Norwegian life insurance
Designing and management of unit-linked life insurance contracts with guarantees
The PROMETEIA Model for Managing Insurance Policies with Guarantees
Integrated risk control using stochastic programming ALM models for money management
Asset-Liability Management for Individual Investors
A Scenario approach of ALM
The Russell Yasuda, InnoALM and related models for pensions, insurance companies and high net worth individuals
Dynamic Asset & Liability Management for Swiss Pension Funds
Joined-Up Pensions Policy in the UK: An Asset-Liability Model for Simultaneously Determining the Asset Allocation and Contribution Rate
ALM issues in social security

Erscheint lt. Verlag 11.7.2007
Reihe/Serie Handbooks in Finance
Sprache englisch
Maße 165 x 240 mm
Gewicht 1410 g
Themenwelt Wirtschaft Betriebswirtschaft / Management Finanzierung
Betriebswirtschaft / Management Spezielle Betriebswirtschaftslehre Bankbetriebslehre
ISBN-10 0-444-52802-4 / 0444528024
ISBN-13 978-0-444-52802-5 / 9780444528025
Zustand Neuware
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