Asset-liability management.
Overview
Works: | 36 works in 15 publications in 15 languages |
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Titles
Managing bank risk :an introduction to broad-base credit engineering /
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Advanced financial risk management :tools and techniques for integrated credit risk and interest rate risk management /
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Asset & liability management :the banker's guide to value creation and risk control /
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Bank asset and liability management :strategy, trading, analysis /
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Economic capital and financial risk management for financial services firms and conglomerates
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Handbook of asset and liability management :from models to optimal return strategies /
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Handbook of asset and liability management :from models to optimal return strategies /
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Basel II implementation :a guide to developing and validating a compliant, internal risk rating system
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Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
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Handbook of solvency for actuaries and risk managers :theory and practice /
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Handbook of solvency for actuaries and risk managerstheory and practice /
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An introduction to bankingliquidity risk and asset-liability management /
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The regulation of systemically relevant bankshow governments should manage their exposure to banking system risk /
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Asset liability management optimizationa practitioner's guide to balance sheet management and remodelling /
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