Detalles del Título
Detalles del Título

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Título Handbook of asset and liability management: from models to optimal return strategiesLibros / Impreso - Libros
Autor(es) Adam, Alexandre (Autor)
Publicación Chichester, West Sussex, U.K. : John Wiley & Sons, c2007
Descripción Física xv, 550 p. : il. ; 25 cm. + 1 CD-ROM (4 3/4 plg.)
Idioma Inglés;
Series Wiley finance series
ISBN 0470034963
Clasificación(es) 658.155
Materia(s) Administración de activo-pasivo; Manuales;
Nota(s) Incluye referencias bibliográficas (p. [533]-539) e índice
CONTABLE: Introduction. The History of ALM -- What is Asset and Liability Management Today? -- Internal Transfer Pricing, Accounting and Auditing. Balance Sheet Presentation -- "Accrued Accounting" for Interest Rate Instruments Versus "Marked-to-Market" Accounting -- IFRS and IAS Accounting -- "Economic Accounting": Fair Value and Full Fair Value -- Internal Transfer Pricing or Fund Transfer Pricing (FTP) -- ALM as a Profit Centre -- Optimal Organization of an ALM Team -- Balance Sheet Items and Products Modelling. Behavioural Modelling Principles -- Deposits and Savings -- Loans -- Prepayments -- Other Examples of Products Needing Behavioural Modelling -- Examples of Products Partially Correlated with Financial Markets -- New Production Modelling -- Insurance Products -- Hedging Instruments -- Risk Management for Asset and Liability Managers. Financial Risks -- Non-Financial Risks -- Tools for Asset and Liability Managers. Simulation Tools for Interest Rates and Other Financial Indexes -- Delta Equivalent Computation -- Technical Tools Useful in ALM -- Economic Value and New Risk Indicators Associated with the Basel II and Solvency II Regulatory Perspective. Basel II Regulation and Solvency II -- Links Between ALM and Financial Analysis -- Towards Economic Capital Indicators -- Optimal Return Strategies. Risk Perfect Hedging Using the Delta Equivalent Technique -- Limits Policy -- Income Smoothing Strategies -- Economic Value Management: The A/L Manager's Optimization Programme Under Economic Capital Constraints and Accounting Constraints -- Application to Banking Book Activities -- Economic Value Management in Insurance Companies and in Capital Book Management -- Conclusions on the ALM of Tomorrow. Conclusions on the Future of ALM -- Annexes. Statistical Advanced Tools -- The Basis of Interest Rate Modelling.
Títulos Relacionados Handbook of asset and liability management [recurso electrónico]: from models to optimal return strategies
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CodBarras Localización Piso Signatura Estado Categoría
092161Biblioteca Universidad Icesi2658.155/A193hDisponibleCol. General