Asset and liability management handbook
By: edited by Gautam Mitra and Katharina Schwaiger
Publisher: Palgrave Macmillan
Published: 2011
Place of publication: Houndsmill, Basingstoke, Hampshire; New York
Language: eng
Number of pages: 515
ISBN-13: 9780230277793
Subjects: Asset-liability management; Mathematical models
Description: "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"--Provided by publisher.
Notes: Includes index.
Table of contents: title: Machine generated contents note:; title: Background and Overview of ALM Models; G.Mitra& K.Schwaiger; title: PART I: ALM MODELS APPLIED TO BANKS; title: Banks Liquidity Risk Management and Reporting; M.Choudhry; title: PART II: ALM MODELS APPLIED TO INSURANCE COMPANIES; title: Institutional ALM; M.Dempster; title: ALM Models for Life Insurance in India; H.Sadhak; title: PART III: ALM MODELS APPLIED TO PENSION FUNDS; title: 401K Pension Plans in the USA; F.Sortino; title: Regulating Affecting Pension Funds, Their Asset Allocation and Structured Products; C.Keating; title: Comparison of Employees Provident Funds in Malaysia, Sri Lanka, India and Thailand; S.S.Hussin& D.Roman; title: ALM Models for Defined Contribution Schemes; Blake et al; title: PART IV: ALM MODELS APPLIED TO OTHER AREAS; title: Individual ALM; E.Medova; title: Asset Allocation; D.DiBartolomeo; title: Asset-Liability Management in Private Wealth Management; L.Martellini et al; title: PART V: INDUSTRY INSIGHTS, TECHNOLOGY, PRODUCTS AND SERVICES; title: Summary of Delta Product; BrightonRock Group; title: Society Profile of the Securities and Investment Institute; title: Company Profile of Cambridge Systems Associates; title: Company Profile of Northfield Information Services; title: PART VI: DIRECTORY OF ALM SERVICE PROVIDERS; title: Company Details, Summary of Services and Products; title: Bibliography.