Asset and Liability Management Handbook
eBook - PDF

Asset and Liability Management Handbook

  1. English
  2. PDF
  3. Available on iOS & Android
eBook - PDF

Asset and Liability Management Handbook

About this book

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.

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Yes, you can access Asset and Liability Management Handbook by G. Mitra, K. Schwaiger, G. Mitra,K. Schwaiger in PDF and/or ePUB format, as well as other popular books in Business & Financial Services. We have over one million books available in our catalogue for you to explore.

Information

Publisher
Palgrave Macmillan
Year
2011
Print ISBN
9780230277793
eBook ISBN
9780230307230
Topic
Business
Subtopic
Financial Services
Index
Business

Table of contents

  1. Cover
  2. Half title
  3. Title
  4. Copyright
  5. Contents
  6. List of Illustrations
  7. Foreword
  8. About the Editors
  9. Notes on Contributors
  10. Chapter Abstracts
  11. 1 Introduction
  12. Part I ALM Models Applied to Banks
  13. 2 Bank Asset-Liability and Liquidity Risk Management
  14. 3 A Two-Factor HJM Interest Rate Model for Use in Asset Liability Management
  15. Part II ALM Models Applied to Insurance Companies
  16. 4 Long-Term Interest Rates and Consol Bond Valuation
  17. 5 Asset Liability Management Modelling with Risk Control by Stochastic Dominance
  18. Part III ALM Models Applied to Pension Funds
  19. 6 The 401(k) Retirement Income Risk
  20. 7 Pensions, Covenants and Insurance
  21. 8 Employees’ Provident Funds of Singapore, Malaysia, India and Sri Lanka: A Comparative Study
  22. 9 Dynamic Risk Management:Optimal Investment with Risk Constraints
  23. 10 Optimal Investment Strategies in Defined Contribution Pension Plans
  24. 11 Duration-Enhancing Overlay Strategies for Defined Benefit Pension Plans
  25. 12 A Robust Optimization Approach to Pension Fund Management
  26. 13 Alternative Decision Models for Liability-Driven Investment
  27. 14 A Liability-Relative Drawdown Approach to Pension Asset Liability Management
  28. 15 Asset-Liability Management in Defined Contribution Pensions: A Stochastic Model with reference to Auto Choice Portfolios in the New Pension System in India
  29. Part IV ALM Models Applied to Other Areas of Financial Planning
  30. 16 Planning for Retirement: Asset Liability Management for Individuals
  31. 17 The Discretionary Wealth Hypothesis in an Arbitrage-Free Term Structure Approach to Asset-Liability Management
  32. 18 Exploiting Asset-Liability Management Concepts in Private Wealth Management
  33. 19 Backtesting Short-Term Treasury Management Strategies Based on Multi-Stage Stochastic Programming
  34. Service Provider Directory
  35. Index