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Asset Liability Management of Financial Institutions: Maximising Shareholder Value through Risk-Conscious Investing

Asset Liability Management of Financial Institutions: Maximising Shareholder Value through Risk-Conscious Investing

ISBN: 978 1 84374 124 4

Edition: 1st

Author(s): Edited by Leo M. Tilman

Publisher: Euromoney Books

The first-ever definitive guide to Asset/Liability Management (ALM) across the spectrum of financial institutions, this book is essential in developing consistent frameworks for risk management. Leveraging the experience of 38 senior industry practitioners, it provides a unique and practical perspective on the practice of ALM

Publication Date: December 2003

Price: £199  


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About the author:
Leo M. Tilman is President of the global strategic advisory firm Tilman & company and a Professor at Columbia University. He is credited with predicting the global financial crisis of 2007-2009 and a leading authority on corporate strategy, financial markets and risk.


As the first-ever definitive guide to Asset/Liability Management (ALM) across financial institutions, this book is essential in developing consistent frameworks for risk management.  Leveraging the experience of 38 senior industry practitioners, it provides a unique and practical perspective on the practice of ALM covering:

  • The management, techniques and practices of ALM in financial institutions
  • The challenges facing depository institutions, the insurance industry, pension and mortgage providers
  • The regulatory and accounting aspects of ALM options and decisions

For financial and corporate executives, treasurers, portfolio managers, investment bankers, traders, actuaries, modelers, academics and regulators, this book brings you face-to-face with the leading experts and is a valuable reference for anyone involved in the business of ALM at this critical juncture.

This book has been sited as a reference in the Basel Committee on Banking Supervision's Consultative Document:
The Application of Basel II to Trading Activities and the Treatment of Double Default Effects (April 2005).

"Building upon his acclaimed text on risk management, Leo Tilman has assembled an exceptional group of contributors to create an authoritative volume on asset/liability management. Finance professionals, regulators, investors, and academics now have a definitive reference on perspectives and practices of leading institutions." Tetsuya Miyagawa, General Manager, International Investment Department, Nippon Life Insurance Company

"ALM plays a central role in uniting corporate finance and risk management. Grounded in practical realities, this book builds an intellectual bridge between ideas and tools critical for players across the financial industry." Professor Harry H. Panjer, President, Society of Actuaries

"A timely discussion of the most important asset/liability management issues financial institutions will undoubtedly continue to face." William H. Gross, Chief Investment Officer and Managing Director, Pacific Investment Management Company

"A terrific text that provides important insights on asset/liability management by evaluating existing theory within a rich institutional setting. This book fills an important market niche and is a must for anyone dealing with A/L at financial institutions and corporations." Professor Stephen A. Ross, Franco Modigliani Professor of Finance and Economics, MIT Sloan School of Management

"Leo M Tilman has brought together a collection of authors...that frame a comprehensive ALM discipline to protect against the next possible storm."  Mark Bursinger, Vice President, Risk Management, AEGON USA Investment Management, LLC

 

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Full Book:
  Asset/Liability Management of Financial Institutions: Maximizing Shareholder Value Through Risk-Conscious Investing - full ebook
Price: £150


Chapters:
  Asset/Liability Management of Financial Institutions: Maximizing Shareholder Value Through Risk-Conscious Investing - ebook prelims
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  Asset/Liability Management of Financial Institutions: Maximizing Shareholder Value Through Risk-Conscious Investing - ebook Chapter 1
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  Asset/Liability Management of Financial Institutions: Maximizing Shareholder Value Through Risk-Conscious Investing - ebook Chapter 2
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  Asset/Liability Management of Financial Institutions: Maximizing Shareholder Value Through Risk-Conscious Investing - ebook Chapter 3
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  Asset/Liability Management of Financial Institutions: Maximizing Shareholder Value Through Risk-Conscious Investing - ebook Chapter 4
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  Asset/Liability Management of Financial Institutions: Maximizing Shareholder Value Through Risk-Conscious Investing - ebook Chapter 5
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  Asset/Liability Management of Financial Institutions: Maximizing Shareholder Value Through Risk-Conscious Investing - ebook Chapter 6
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  Asset/Liability Management of Financial Institutions: Maximizing Shareholder Value Through Risk-Conscious Investing - ebook Chapter 7
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  Asset/Liability Management of Financial Institutions: Maximizing Shareholder Value Through Risk-Conscious Investing - ebook Chapter 8
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  Asset/Liability Management of Financial Institutions: Maximizing Shareholder Value Through Risk-Conscious Investing - ebook Chapter 9
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  Asset/Liability Management of Financial Institutions: Maximizing Shareholder Value Through Risk-Conscious Investing - ebook Chapter 10
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  Asset/Liability Management of Financial Institutions: Maximizing Shareholder Value Through Risk-Conscious Investing - ebook Chapter 11
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  Asset/Liability Management of Financial Institutions: Maximizing Shareholder Value Through Risk-Conscious Investing - ebook Chapter 12
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  Asset/Liability Management of Financial Institutions: Maximizing Shareholder Value Through Risk-Conscious Investing - ebook Chapter 13
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  Asset/Liability Management of Financial Institutions: Maximizing Shareholder Value Through Risk-Conscious Investing - ebook Chapter 14
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  Asset/Liability Management of Financial Institutions: Maximizing Shareholder Value Through Risk-Conscious Investing - ebook Chapter 15
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  Asset/Liability Management of Financial Institutions: Maximizing Shareholder Value Through Risk-Conscious Investing - ebook Chapter 16
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  Asset/Liability Management of Financial Institutions: Maximizing Shareholder Value Through Risk-Conscious Investing - ebook Chapter 17
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  Asset/Liability Management of Financial Institutions: Maximizing Shareholder Value Through Risk-Conscious Investing - ebook Chapter 18
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  Asset/Liability Management of Financial Institutions: Maximizing Shareholder Value Through Risk-Conscious Investing - ebook Chapter 19
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  Asset/Liability Management of Financial Institutions: Maximizing Shareholder Value Through Risk-Conscious Investing - ebook Chapter 20
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  Asset/Liability Management of Financial Institutions: Maximizing Shareholder Value Through Risk-Conscious Investing - ebook Chapter 21
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  Asset/Liability Management of Financial Institutions: Maximizing Shareholder Value Through Risk-Conscious Investing - ebook Chapter 22
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  Asset/Liability Management of Financial Institutions: Maximizing Shareholder Value Through Risk-Conscious Investing - ebook Chapter 23
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  Asset/Liability Management of Financial Institutions: Maximizing Shareholder Value Through Risk-Conscious Investing - ebook Chapter 24
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  Asset/Liability Management of Financial Institutions: Maximizing Shareholder Value Through Risk-Conscious Investing - ebook Chapter 25
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