TY  - BOOK
AU  - Fabozzi,Frank J.
AU  - Konishi,Atsuo
TI  - The handbook of asset/liability management: state-of-the-art investment strategies, risk controls, and regulatory requirements 
SN  - 1557388008
AV  - HG1615.25 .A75 1996
U1  - 332.1'068'1 22
PY  - 1996///
CY  - Chicago, Ill.
PB  - Irwin Professional Pub.
KW  - Asset-liability management
N1  - Rev. ed. of: Asset/liability management. c1991; Includes bibliographical references and index
N2  - 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
UR  - http://www.loc.gov/catdir/description/mh022/95023832.html
UR  - http://www.loc.gov/catdir/enhancements/fy0739/95023832-b.html
ER  -