Asset and liability management handbook
Author(s)
Bibliographic Information
Asset and liability management handbook
Palgrave Macmillan, 2011
Available at 4 libraries
  Aomori
  Iwate
  Miyagi
  Akita
  Yamagata
  Fukushima
  Ibaraki
  Tochigi
  Gunma
  Saitama
  Chiba
  Tokyo
  Kanagawa
  Niigata
  Toyama
  Ishikawa
  Fukui
  Yamanashi
  Nagano
  Gifu
  Shizuoka
  Aichi
  Mie
  Shiga
  Kyoto
  Osaka
  Hyogo
  Nara
  Wakayama
  Tottori
  Shimane
  Okayama
  Hiroshima
  Yamaguchi
  Tokushima
  Kagawa
  Ehime
  Kochi
  Fukuoka
  Saga
  Nagasaki
  Kumamoto
  Oita
  Miyazaki
  Kagoshima
  Okinawa
  Korea
  China
  Thailand
  United Kingdom
  Germany
  Switzerland
  France
  Belgium
  Netherlands
  Sweden
  Norway
  United States of America
Note
Includes index
Description and Table of Contents
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.
Table of Contents
- Background and Overview of ALM Models
- G.Mitra & K.Schwaiger PART I: ALM MODELS APPLIED TO BANKS Bank Asset-Liability and Liquidity Risk Management
- M.Choudhry A Two-Factor HJM Interest Rate Model for Use in Asset Liability Management
- S,K.Acar, R.Korn, K.Natcheva-Acar & J.Wenzel PART II: ALM MODELS APPLIED TO INSURANCE COMPANIES Long-Term Interest Rates and Consol Bond Valuation
- E.Medova, M.Dempster & M.Villaverde Asset-Liability Management Modelling with Risk Control by Stochastic Dominance
- X.Yang, J.Gondzio & A.Grothey PART III: ALM MODELS APPLIED TO PENSION FUNDS 401K Pension Plans in the USA
- F.Sortino Pensions, Covenants and Insurance
- C.Keating Comparison of Employees Provident Funds in Malaysia, Sri Lanka, India and Thailand
- S.S.Hussin, D.Roman, G.Mitra & W.K.W.Ahmad Dynamic Risk Management
- S.Jarvis Turning Pension Plans into Pension Planes: What Investment Strategy Designers of Defined Contribution Pension Plans Can Learn from Commercial Aircraft Designers
- D.Blake, A.Cairns & K.Dowd Duration-Enhancing Overlay Strategies for Defined-Benefit Pension Plans
- J.M.Mulvey, W.C.Kim & Yi.Ma A Robust Optimization Approach to Pension Fund Management
- G.Iyengar & A.K.C.Ma Alternative Decision Models for Liability Determined Investment
- K.Schwaiger, C.Lucas & G.Mitra A Liability-Relative Drawdown Approach to Pension Asset Liability Management
- A.Berkelaar & R.Kouwenberg ALM in Defined Contribution Pension: A Stochastic Model with reference to Auto Choice Portfolio in NPS in India
- H.Sadhak & S.Doss PART IV: ALM MODELS APPLIED TO OTHER AREAS Planning for Retirement: Asset Liability Management for Individuals
- M.A.H.Dempster & E.Medova The Discretionary Wealth Hypothesis in an Arbitrage-Free Term Structure Approach to Asset-Liability Management
- D.DiBartolomeo Asset Liability Management in Private Wealth Management
- N.Amenc, L.Martellini, V.Milhau & V.Ziemann PART VI: DIRECTORY OF ALM SERVICE PROVIDERS Company Details, Summary of Services and Products
by "Nielsen BookData"