The Handbook of Asset/Liability Management: State-of-Art Investment Strategies, Risk Controls and Regulatory Required
Frank Fabozzi; Atuso Konishi
Irwin Professional Publishing
1995
sidottu
This edition assembles an all new team of investment experts to provide state-of-the-art strategies, which confront the new investment opportunities, risk controls and regulatory requirements in the ever-evolving financial markets. A definitive tool to keep the balance sheet in line and market risk under control. Financial managers, investors and bankers will find expert strategies on: balancing interest rate volatility, profitability and capital requirements; measuring and managing market and credit risk; developing and implementing liability and funding strategies; using interest rate control tools (futures, options, swaps, caps and floors); building a customized asset/liability model.