The Handbook of Asset/Liability Management: State-of-Art Investment Strategies, Risk Controls and Regulatory Required

by Frank Fabozzi and Atuso Konishi

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Book cover for The Handbook of Asset/Liability Management: State-of-Art Investment Strategies, Risk Controls and Regulatory Required

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This edition assembles an all new team of investment experts to provide state-of-the-art strategies, which confront the new investment opportunities, risk controls and regulatory requirements in the ever-evolving financial markets. A definitive tool to keep the balance sheet in line and market risk under control. Financial managers, investors and bankers will find expert strategies on: balancing interest rate volatility, profitability and capital requirements; measuring and managing market and credit risk; developing and implementing liability and funding strategies; using interest rate control tools (futures, options, swaps, caps and floors); building a customized asset/liability model.
  • ISBN13 9781557388001
  • Publish Date 29 September 1995
  • Publish Status Out of Stock
  • Out of Print 10 April 2021
  • Publish Country US
  • Publisher McGraw-Hill Education - Europe
  • Imprint Irwin Professional Publishing
  • Edition 2nd edition
  • Format Hardcover
  • Pages 506
  • Language English