Bank Asset Liability Management Best Practice : : Yesterday, Today and Tomorrow / / Polina Bardaeva.
As bankers incorporate more and more complicated and precise calculations and models, a solely mathematical approach will fail to confirm the viability of their business. This book explains how to combine ALM concepts with the emotional intelligence of managers in order to maintain the financial hea...
Saved in:
| Superior document: | Title is part of eBook package: De Gruyter DG Ebook Package English 2021 |
|---|---|
| VerfasserIn: | |
| Place / Publishing House: | Berlin ;, Boston : : De Gruyter, , [2021] ©2021 |
| Year of Publication: | 2021 |
| Language: | English |
| Series: | The Moorad Choudhry Global Banking Series ,
|
| Online Access: | |
| Physical Description: | 1 online resource (XIV, 155 p.) |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Table of Contents:
- Frontmatter
- Acknowledgments
- Foreword
- Contents
- Preface
- Part 1: Historical Asset and Liability Management Concepts
- Introduction
- Chapter 1. Before the ALM Era
- Chapter 2. Financial Turbulence
- Chapter 3. Emergence of Derivatives
- Chapter 4. Regulators in Place
- Chapter 5. Preservation of Basel III Capital
- Chapter 6. Complete Interrelation
- Chapter 7. ALM Evolution Summary
- Conclusions
- Part 2: Place of Asset and Liability Management in a Bank
- Introduction
- Chapter 8. Prerequisites for ALM
- Chapter 9. ALM Responsibilities (Full Scope)
- Chapter 10. ALM Operating Model
- Chapter 11. ALM Inside a Risk Management Triangle
- Chapter 12. From a Standalone ALM Desk to a Group Treasury
- Conclusions
- Part 3: New Trends in Banking and Challenges for ALM
- Introduction
- Chapter 13. ALM Role in SREP
- Chapter 14. Scope of ALM Involvement for Different Banks
- Chapter 15. ALM Role in Crisis
- Chapter 16. After-Crisis ALM
- Selected Bibliography
- List of Figures
- List of Tables
- List of Abbreviations
- About the Author
- Index