Central Bank of Nigeria Library

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The handbook of asset/liability management : state-of-the-art investment strategies, risk controls, and regulatory requirements / Frank J. Fabozzi & Atsuo Konishi, editors.

Contributor(s): Material type: TextTextSeries: A bankline publicationPublication details: Chicago, Ill. : Irwin Professional Pub., c1996.Edition: Rev. edDescription: vi, 506 p. : ill. ; 24 cmISBN:
  • 1557388008
Other title:
  • Asset/liability management
Uniform titles:
  • Asset/liability management.
Subject(s): DDC classification:
  • 332.1'068'1 22
LOC classification:
  • HG1615.25 .A75 1996
Online resources: Summary: 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.
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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.

nif 23/04/13

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