TY  - BOOK
AU  - Swarup,Bob
TI  - Asset - liability management for financial institutions: balancing financial stability with strategic objectives
SN  - 9781849300483
U1  - 332.1 21
PY  - 2012///
CY  - London, Bloomsbury
KW  - capital
KW  - financial institutions
N1  - Middel east edition
N2  - This approachable book features up-to-date practitioner and academic perspectives to provide you with the knowledge you need. Key foundation information is backed up by the latest research and thought leadership to form a comprehensive guide to ALM for today and into the future, with case studies and worked examples. Detailed coverage includes:* Successful risk management frameworks* Coherent stress-testing* Modeling market risk* Derivatives and ALM* Contingency funding to manage liquidity risks* Basel III capital adequacy standard* Investment management for insurers* Property and casualty portfolio management* Funds transfer pricing* Problem loan modeling
ER  -