Asset and liability management for banks and insurance companies /
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Corporate Authors: | |
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Group Author: | ; ; ; |
Published: |
ISTE, Ltd. ; Wiley,
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Publisher Address: | London, UK : Hoboken, NJ : |
Publication Dates: | 2015. |
Literature type: | eBook |
Language: | English |
Series: |
Innovation, entrepreneurship and management series
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Subjects: | |
Online Access: |
http://onlinelibrary.wiley.com/book/10.1002/9781119184607 |
Carrier Form: | 1 online resource. |
Bibliography: | Includes bibliographical references and index. |
ISBN: |
9781119184607 1119184606 9781119184553 111918455X |
Index Number: | HD61 |
CLC: |
F830.9 F272.35 |
Contents: | Definition of ALM in the Banking and Insurance Areas / Marine Corlosquet-Habart, William Gehin, Jacques Janssen, Raimondo Manca -- Risks Studied in ALM / Marine Corlosquet-Habart, William Gehin, Jacques Janssen, Raimondo Manca -- Durations (Revisited) and Scenarios for ALM / Marine Corlosquet-Habart, William Gehin, Jacques Janssen, Raimondo Manca -- Building and Use of an ALM Internal Model in Insurance Companies / Marine Corlosquet-Habart, William Gehin, Jacques Janssen, Raimondo Manca -- Building and Use of ALM Internal Models in Banks / Marine Corlosquet-Habart, William Gehin, Jacques Janssen, Raimondo Manca. |