The handbook of asset/liability management :
The handbook of asset/liability management : state-of-the-art investment strategies, risk controls, and regulatory requirements /
Asset/liability management
Frank J. Fabozzi & Atsuo Konishi, editors.
- Rev. ed.
- Chicago, Ill. : Irwin Professional Pub., c1996.
- vi, 506 p. : ill. ; 24 cm.
- A bankline publication .
Rev. ed. of: Asset/liability management. c1991.
Includes bibliographical references and index.
Provides insights into the key issues facing financial experts, including: benefits from risk management; asset securitization; measuring interest rate and yield curve risk; using OAS to implement value at risk balance sheet management; hedging with derivatives; implementing controls for managing derivative positions; FASB 15 and Thrift Bulletin 13 considerations in managing a portofolio; and the implications of risk-based guidelines for managing an MBS portofolio.
1557388008
95023832
Asset-liability management.
HG1615.25 / .A75 1996
332.1'068'1
Rev. ed. of: Asset/liability management. c1991.
Includes bibliographical references and index.
Provides insights into the key issues facing financial experts, including: benefits from risk management; asset securitization; measuring interest rate and yield curve risk; using OAS to implement value at risk balance sheet management; hedging with derivatives; implementing controls for managing derivative positions; FASB 15 and Thrift Bulletin 13 considerations in managing a portofolio; and the implications of risk-based guidelines for managing an MBS portofolio.
1557388008
95023832
Asset-liability management.
HG1615.25 / .A75 1996
332.1'068'1