Asset and liability management for banks and insurance companies /

• Main Authors: Corlosquet-Habart, Marine, 1980- (Author), Gehin, William (Author), Janssen, Jacques, 1939- (Author), Manca, Raimondo (Author)
• Format: eBook
• Language: English
• Published: London, UK : Hoboken, NJ : ISTE, Ltd. ; Wiley, 2015.
• Series: Innovation, entrepreneurship and management series.
• Subjects: Financial risk management.; Bank management.; Insurance companies > Management.; BUSINESS & ECONOMICS / Industrial Management; BUSINESS & ECONOMICS / Management; BUSINESS & ECONOMICS / Management Science; BUSINESS & ECONOMICS / Organizational Behavior; Electronic books.

Table of Contents:

• Definition of ALM in the Banking and Insurance Areas / Marine Corlosquet-Habart, William Gehin, Jacques Janssen, Raimondo Manca
• Risks Studied in ALM / Marine Corlosquet-Habart, William Gehin, Jacques Janssen, Raimondo Manca
• Durations (Revisited) and Scenarios for ALM / Marine Corlosquet-Habart, William Gehin, Jacques Janssen, Raimondo Manca
• Building and Use of an ALM Internal Model in Insurance Companies / Marine Corlosquet-Habart, William Gehin, Jacques Janssen, Raimondo Manca
• Building and Use of ALM Internal Models in Banks / Marine Corlosquet-Habart, William Gehin, Jacques Janssen, Raimondo Manca.