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Asset liability management optimizat...

Lubinska, Beata, (1973-)

Asset liability management optimizationa practitioner's guide to balance sheet management and remodelling /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Asset liability management optimizationBeata Lubinska.
Reminder of title:	a practitioner's guide to balance sheet management and remodelling /
Author:	Lubinska, Beata,
Published:	West Sussex, UK :John Wiley & Sons,c2020.
Description:	1 online resource.
Subject:	Asset-liability management.
Online resource:	https://onlinelibrary.wiley.com/doi/book/10.1002/9781119635529
ISBN:	9781119635529$q(electronic bk. ;$qoBook)

Asset liability management optimizationa practitioner's guide to balance sheet management and remodelling /
Lubinska, Beata,1973-

Asset liability management optimizationa practitioner's guide to balance sheet management and remodelling /[electronic resource] :Beata Lubinska. - 1st ed. - West Sussex, UK :John Wiley & Sons,c2020. - 1 online resource. - The Wiley finance series. - Wiley finance series..

Includes bibliographical references and index.

Front Matter -- ALM of the Banking Book -- Methods of Measurement and Management of the Interest Rate Risk and Liquidity Risk -- Customer Behaviour and Its Impact on Interest Rate and Liquidity Risk -- Formulation of the Optimisation Process and Articulation of the Decision Model -- Practical Example of the Optimisation Process and Quantification of the Economic Impact under Base and Stress Scenarios.

"The role of the Asset Liability Management function (ALM) in the management of the banking book of a bank is constantly growing. A clear evolution can be seen as ALM mangers realise that reactive approach, which consists in the management of the banking book as a passive structure resulting from the commercial and funding strategy of a bank, should be replaced by proactive approach where the banking book structure is decided in a conscious and active way in order to come up with the desired target structure of the banking book. This book is meant to promote a change in the role of ALM and, in general, in the approach towards financial risk management practice in the modern finance. It is going to show that proactive role of ALM through integrated approach for management of two main financial risk categories, i.e. interest rate risk and liquidity risk under one approach and interrelation with the commercial strategy which a bank wants to adopt, brings significant benefits. Those benefits are mainly economical and can be quantified. The need for change seems to be driven by a number of challenges, such as heavily regulated landscape, low or negative rates (in Eurozone) and margin compression, which the banking industry is facing since 2008"--

ISBN: 9781119635529$q(electronic bk. ;$qoBook)Subjects--Topical Terms:

208214
Asset-liability management.

LC Class. No.: HG1615.25

Dewey Class. No.: 332.1068/1

Asset liability management optimizationa practitioner's guide to balance sheet management and remodelling /
LDR:02748cmm a2200301 a 4500 001 606109
003 OCoLC
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006 m o d
007 cr cnu---unuuu
008 211203s2020 enk ob 001 0 eng d
020 $a 9781119635529$q(electronic bk. ;$qoBook)
020 $a 9781119635512$q(epub)
020 $a 9781119635499$q(adobe pdf)
020 $z 9781119635482$q(hbk.)
035 $a 1121420924
040 $a DLC $b eng $c DLC $d OCLCF $d OCLCO $d EBLCP $d DG1 $d UKMGB $d RECBK
050 0 0 $a HG1615.25
082 0 0 $a 332.1068/1 $2 23
100 1 $a Lubinska, Beata, $d 1973- $3 902752
245 1 0 $a Asset liability management optimization $h [electronic resource] : $b a practitioner's guide to balance sheet management and remodelling / $c Beata Lubinska.
250 $a 1st ed.
260 $a West Sussex, UK : $b John Wiley & Sons, $c c2020.
300 $a 1 online resource.
490 1 $a The Wiley finance series
504 $a Includes bibliographical references and index.
505 0 $a Front Matter -- ALM of the Banking Book -- Methods of Measurement and Management of the Interest Rate Risk and Liquidity Risk -- Customer Behaviour and Its Impact on Interest Rate and Liquidity Risk -- Formulation of the Optimisation Process and Articulation of the Decision Model -- Practical Example of the Optimisation Process and Quantification of the Economic Impact under Base and Stress Scenarios.
520 $a "The role of the Asset Liability Management function (ALM) in the management of the banking book of a bank is constantly growing. A clear evolution can be seen as ALM mangers realise that reactive approach, which consists in the management of the banking book as a passive structure resulting from the commercial and funding strategy of a bank, should be replaced by proactive approach where the banking book structure is decided in a conscious and active way in order to come up with the desired target structure of the banking book. This book is meant to promote a change in the role of ALM and, in general, in the approach towards financial risk management practice in the modern finance. It is going to show that proactive role of ALM through integrated approach for management of two main financial risk categories, i.e. interest rate risk and liquidity risk under one approach and interrelation with the commercial strategy which a bank wants to adopt, brings significant benefits. Those benefits are mainly economical and can be quantified. The need for change seems to be driven by a number of challenges, such as heavily regulated landscape, low or negative rates (in Eurozone) and margin compression, which the banking industry is facing since 2008"-- $c Provided by publisher.
588 $a Description based on print version record.
650 0 $a Asset-liability management. $3 208214
650 0 $a Banks and banking. $3 188025
830 0 $a Wiley finance series. $3 215310
856 4 0 $u https://onlinelibrary.wiley.com/doi/book/10.1002/9781119635529