Successful Bank Asset Liability Management

Author : John W. Bitner,Robert A. Goddard
Publisher : Wiley
Page : 0 pages
File Size : 49,8 Mb
Release : 1992-08-04
Category : Business & Economics
ISBN : 0471527319

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Successful Bank Asset/Liability Management by John W. Bitner,Robert A. Goddard Pdf

Two "virtuosos of risk management" show you how to close up theholes in your gap defenses--before the regulators call! BankersMonthly dubbed them "virtuosos of risk management.[who have] raisedA/L management to an art." And this hands-on approach toasset/liability management from Bitner and Goddard is exactly whatyou'd expect from such banking leaders. It's the first true actionbook in the field moving beyond simple gap analysis, theory, andfundamentals to show you how to apply the full range of today'ssophisticated A/L management techniques--and comply with the latestbanking regulations. You'll find. * Full discussions of interest rate exposures not measured by gap,but of vital interest to institutions and regulators alike: basisrisk (the difference in the change of interest rates betweeninstruments of identical maturities) and imbedded options (loanpayoffs and early deposit withdrawals) * Helpful and informative insights from leading A/L managementpractitioners, consultants, and software developers Whether you're involved with a commercial bank, savings and loanassociation, or credit union, you can't afford to ignore the gap inyour institution's risk defenses any longer. Put the "virtuosos ofrisk management" to work today.

Author : G. Mitra,K. Schwaiger
Publisher : Springer
Page : 515 pages
File Size : 47,9 Mb
Release : 2011-03-29
Category : Business & Economics
ISBN : 9780230307230

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Asset and Liability Management Handbook by G. Mitra,K. Schwaiger Pdf

Recent years have shown an increase in development and acceptance of quantitative methods for asset and liability management strategies. This book presents state of the art quantitative decision models for three sectors: pension funds, insurance companies and banks, taking into account new regulations and the industries risks.

Author : Polina Bardaeva
Publisher : Walter de Gruyter GmbH & Co KG
Page : 162 pages
File Size : 53,9 Mb
Release : 2021-04-19
Category : Business & Economics
ISBN : 9783110666601

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Bank Asset Liability Management Best Practice by Polina Bardaeva Pdf

As bankers incorporate more and more complicated and precise calculations and models, a solely mathematical approach will fail to confirm the viability of their business. This book explains how to combine ALM concepts with the emotional intelligence of managers in order to maintain the financial health of a bank, and quickly react to external environment challenges and banks’ microclimate changes. ALM embraces not only balance sheet targets setting, instruments and methodologies to achieve the targets, but also the correct and holistic understanding of processes that should be set up in a bank to prove its prudency and compliance with internal and external constraints, requirements and limitations and the ongoing continuity of its operations. Bank Asset Liability Management Best Practice delves into the philosophy of ALM, discusses the interrelation of processes inside the bank, and argues that every little change in one aspect of the bank processes has an impact on its other parts. The author discusses the changing role of ALM and its historical and current concepts, its strengths and weaknesses, and future threats and opportunities.

Author : Hong Kong Institute of Bankers (HKIB)
Publisher : John Wiley & Sons
Page : 160 pages
File Size : 48,8 Mb
Release : 2018-02-21
Category : Business & Economics
ISBN : 9780470827536

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Bank Asset and Liability Management by Hong Kong Institute of Bankers (HKIB) Pdf

An in-depth look at how banks and financial institutions manage assets and liabilities Created for banking and finance professionals with a desire to expand their management skillset, this book focuses on how banks manage assets and liabilities, set up governance structures to minimize risks, and approach such critical areas as regulatory disclosures, interest rates, and risk hedging. It was written by the experts at the world-renowned Hong Kong Institute of Bankers, an organization dedicated to providing the international banking community with education and training. Explains bank regulations and the relationship with monetary authorities, statements, and disclosures Considers the governance structure of banks and how it can be used to manage assets and liabilities Offers strategies for managing assets and liabilities in such areas as loan and investment portfolios, deposits, and funds Explores capital and liquidity, including current standards under Basel II and Basel III, funding needs, and stress testing Presents guidance on managing interest rate risk, hedging, and securitization

Author : Alexandre Adam
Publisher : John Wiley & Sons
Page : 576 pages
File Size : 55,7 Mb
Release : 2008-03-11
Category : Business & Economics
ISBN : 0470724110

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Handbook of Asset and Liability Management by Alexandre Adam Pdf

In the Handbook of Asset and Liability Management: From Models to Optimal Return Strategies, Alexandre Adam presents a comprehensive guide to Asset and Liability Management. Written from a quantitative perspective with economic explanations, this book will appeal to both mathematicians and non-mathematicians alike as it gives an operational view on the business. Well structured, this book includes essential information on Balance Sheet Items and Products Modeling, Tools for Asset and Liability Managers, as well as Optimal Returns Strategies. Explaining, in detail, all the written and unwritten rules of Asset Liability Management, using up-to-date models and the latest findings, the Handbook of Asset and Liability Management is an essential tool for Asset and Liability Managers both for the present day and the future.

Author : Denise Markovich
Publisher : Irwin Professional Publishing
Page : 184 pages
File Size : 41,6 Mb
Release : 1988
Category : Business & Economics
ISBN : 1555200478

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Effective Asset/liability Management for the Community Bank by Denise Markovich Pdf

Contents: Introduction; Events Change the Banking Environment; How to Use Basic Information More Effectively; How to Devise a Balance Sheet Strategy; Asset/Liability Management: Concepts and Theory; Interest-rate Risk and Gap Management Manual; How to Implement an Asset/Liability Management System; How to Select Asset/Liability Software; Appendixes; Bibliography; Index. This is a guide to improving profits and maintaining earnings through effective management programs. Charts/graphs.

Author : Moorad Choudhry
Publisher : John Wiley & Sons
Page : 278 pages
File Size : 45,8 Mb
Release : 2011-09-07
Category : Business & Economics
ISBN : 9781119950240

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An Introduction to Banking by Moorad Choudhry Pdf

"A great write-up on the art of banking. Essential reading for anyone working in finance." Dan Cunningham, Senior Euro Cash & OBS Dealer, KBC Bank NV, London "Focused and succinct review of the key issues in bank risk management." Graeme Wolvaardt, Head of Market Risk Control, Europe Arab Bank plc, London The importance of banks to the world's economic system cannot be overstated. The foundation of consistently successful banking practice remains efficient asset-liability management and liquidity risk management. This book introduces the key concepts of banking, concentrating on the application of robust risk management principles from a practitioner viewpoint, and how to incorporate these principles into bank strategy. Detailed coverage includes: Bank strategy and capital Understanding the yield curve Principles of asset-liability management Effective liquidity risk management The role of the bank ALM committee Written in the author's trademark accessible style, this book is a succinct and focused analysis of the core principles of good banking practice.

Author : Anonim
Publisher : Unknown
Page : 128 pages
File Size : 51,9 Mb
Release : 2014
Category : Asset-liability management
ISBN : 0769878989

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Bank Asset Liability Management by Anonim Pdf

Author : T. Ravi Kumar
Publisher : Unknown
Page : 0 pages
File Size : 51,6 Mb
Release : 2005-03
Category : Asset-liability management
ISBN : 8170943523

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Asset Liability Management by T. Ravi Kumar Pdf

The face of Indian financial sector changed forever with the initiation of economic reforms in 1991. Deregulation and integration has led Indian banks and financial institutions into competition both on the assets side as well as the liabilities side of the balance sheet, forcing them to assume greater and newer risks in their quest for higher returns. Accordingly, the need for bankers to be familiar with the risks to which they are exposed and the tools available for managing such risks assumes vital significance. The US savings and loan crisis in the early 1980s and the Asian crisis of the late 1990s strongly underscored the dangers confronting banks and financial institutions which choose to ignore the implications of interest rate risk and liquidity risk. Asset-liability management (ALM) provides a macro-level framework and a sophisticated tool for modern risk management in banks. This is an authoritative work on the fundamentals of ALM. The book commences with an introduction to the types of risks confronting banks and goes on to describe the concept, rationale and implementation of asset-liability management

Author : Jerry Hartzog
Publisher : Unknown
Page : 28 pages
File Size : 55,9 Mb
Release : 1983
Category : Bank management
ISBN : UCLA:L0050726454

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Asset/liability Management by Jerry Hartzog Pdf

Author : Prapti Gindodiya
Publisher : Unknown
Page : 264 pages
File Size : 47,6 Mb
Release : 2006-05-20
Category : Electronic
ISBN : 8131401375

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Asset-Liability Management In Banks: Concepts And Cases by Prapti Gindodiya Pdf

Asset-liability management is designed to earn an adequate return while maintaining a comfortable surplus of assets over liabilities. In today s banking scenario, the scope of banks has been extended from mere acceptance of deposits and lending of loans t

Author : Bob Swarup
Publisher : Bloomsbury Publishing
Page : 224 pages
File Size : 53,5 Mb
Release : 2012-05-24
Category : Business & Economics
ISBN : 9781849300582

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Asset–Liability Management for Financial Institutions by Bob Swarup Pdf

Effective asset-liability management (ALM) of a financial institution requires making informed strategic and operational decisions. Ever more important in the wake of the corporate bailouts and collapses of the financial crisis, ALM encompasses the formulation, implementation, monitoring, and revision of strategies, often on a daily basis due to the fast-moving nature of the related risks and constraints. 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

Author : Moorad Choudhry
Publisher : John Wiley & Sons
Page : 1444 pages
File Size : 44,5 Mb
Release : 2011-12-27
Category : Business & Economics
ISBN : 9781118177211

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Bank Asset and Liability Management by Moorad Choudhry Pdf

Banks are a vital part of the global economy, and the essence of banking is asset-liability management (ALM). This book is a comprehensive treatment of an important financial market discipline. A reference text for all those involved in banking and the debt capital markets, it describes the techniques, products and art of ALM. Subjects covered include bank capital, money market trading, risk management, regulatory capital and yield curve analysis. Highlights of the book include detailed coverage of: Liquidity, gap and funding risk management Hedging using interest-rate derivatives and credit derivatives Impact of Basel II Securitisation and balance sheet management Structured finance products including asset-backed commercial paper, mortgage-backed securities, collateralised debt obligations and structured investment vehicles, and their role in ALM Treasury operations and group transfer pricing. Concepts and techniques are illustrated with case studies and worked examples. Written in accessible style, this book is essential reading for market practitioners, bank regulators, and graduate students in banking and finance. Companion website features online access to software on applications described in the book, including a yield curve model, cubic spline spreadsheet calculator and CDO waterfall model.

Author : Beata Lubinska
Publisher : John Wiley & Sons
Page : 244 pages
File Size : 42,6 Mb
Release : 2020-04-20
Category : Business & Economics
ISBN : 9781119635482

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Asset Liability Management Optimisation by Beata Lubinska Pdf

An advanced method for financial institutions to optimize Asset Liability Management for maximized return and minimized risk Financial institutions today are facing daunting regulatory and economic challenges. As they manage bank regulation and competition, institutions are also optimizing their Asset Liability Management (ALM) operations. The function of the ALM unit today goes beyond risk management related to the banking book into managing regulatory capital and positioning the balance sheet to maximize profit. Asset Liability Management Optimization: A Practitioner's Guide to Balance Sheet Management and Remodelling offers a step-by-step process for modeling and reshaping a bank's balance sheet. Based on the author's extensive research, it describes how to apply a quantifiable optimization method to help maximize asset return and minimize funding cost in the banking book. ALM ranks as a key component of any financial institution's overall operating strategy. Now, financial professionals can use an advanced solution for optimizing ALM. This book takes a closer look at the evolving role of the ALM function and the target position of the banking book. It provides strategies for active management, structuring, and hedging of a bank balance sheet, while also exploring additional topics related to ALM. A description of the Funds Transfer Pricing (FTP) process related to a bank’s target position Detailed examinations of interest rate risk in the banking book (IRRBB) Discussion of Basel III regulatory requirements and maturity gap analysis Overview of customer behavior, along with its impact on interest rate and liquidity risk Practical spreadsheet models (NII sensitivity and EVE volatility IRRBB model, simplified optimization model for minimization of average funding cost for a bank and an example of behavioral model for Non-Maturing Deposits) Explorations of model risk, sensitivity analysis, and case studies The optimization techniques found in Asset Liability Management Optimization can prove vital to financial professionals who are tasked with maximizing asset return and reducing funding costs as a critical part of business objectives.

Author : Beata Lubinska
Publisher : John Wiley & Sons
Page : 268 pages
File Size : 41,8 Mb
Release : 2020-02-24
Category : Business & Economics
ISBN : 9781119635512

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Asset Liability Management Optimisation by Beata Lubinska Pdf

An advanced method for financial institutions to optimize Asset Liability Management for maximized return and minimized risk Financial institutions today are facing daunting regulatory and economic challenges. As they manage bank regulation and competition, institutions are also optimizing their Asset Liability Management (ALM) operations. The function of the ALM unit today goes beyond risk management related to the banking book into managing regulatory capital and positioning the balance sheet to maximize profit. Asset Liability Management Optimization: A Practitioner's Guide to Balance Sheet Management and Remodelling offers a step-by-step process for modeling and reshaping a bank's balance sheet. Based on the author's extensive research, it describes how to apply a quantifiable optimization method to help maximize asset return and minimize funding cost in the banking book. ALM ranks as a key component of any financial institution's overall operating strategy. Now, financial professionals can use an advanced solution for optimizing ALM. This book takes a closer look at the evolving role of the ALM function and the target position of the banking book. It provides strategies for active management, structuring, and hedging of a bank balance sheet, while also exploring additional topics related to ALM. A description of the Funds Transfer Pricing (FTP) process related to a bank’s target position Detailed examinations of interest rate risk in the banking book (IRRBB) Discussion of Basel III regulatory requirements and maturity gap analysis Overview of customer behavior, along with its impact on interest rate and liquidity risk Practical spreadsheet models (NII sensitivity and EVE volatility IRRBB model, simplified optimization model for minimization of average funding cost for a bank and an example of behavioral model for Non-Maturing Deposits) Explorations of model risk, sensitivity analysis, and case studies The optimization techniques found in Asset Liability Management Optimization can prove vital to financial professionals who are tasked with maximizing asset return and reducing funding costs as a critical part of business objectives.