The Handbook of Asset/Liability Management: State-of-Art Investment Strategies, Risk Controls and Regulatory Required (Bankline Publication) - Tapa dura

Fabozzi, Frank; Konishi, Atuso

 
9781557388001: The Handbook of Asset/Liability Management: State-of-Art Investment Strategies, Risk Controls and Regulatory Required (Bankline Publication)

Sinopsis

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.

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Acerca del autor

Frank J. Fabozzi is adjunct professor of finance at Yale University's School of Management. He is the author, co-author, or editor of literally dozens of titles on a plethora of investing topics.

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