Asset And Liability Management Handbook

Hardcover | May 15, 2011

EditorGautam Mitra, Katharina Schwaiger

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Recent years have shown an increase in development and acceptance of quantitative methods for asset and liability management strategies. This book presents state of the art quantitative decision models for three sectors: pension funds, insurance companies and banks, taking into account new regulations and the industries risks.

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Recent years have shown an increase in development and acceptance of quantitative methods for asset and liability management strategies. This book presents state of the art quantitative decision models for three sectors: pension funds, insurance companies and banks, taking into account new regulations and the industries risks.

GAUTAM MITRA is Distinguished Professor and Director of CARISMA: The Centre for the Analysis of Risk and Optimisation Modelling Applications, Brunel University, UK. He is internationally renowned for his research in the field of Operational Research, in particular computational optimisation and modelling.KATHARINA SCHWAIGER is Knowled...

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Format:HardcoverDimensions:272 pages, 9.63 × 6.33 × 1.54 inPublished:May 15, 2011Publisher:Palgrave MacmillanLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:0230277799

ISBN - 13:9780230277793

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Table of Contents

Background and Overview of ALM Models; G.Mitra& K.Schwaiger
PART I: ALM MODELS APPLIED TO BANKS
Banks Liquidity Risk Management and Reporting; M.Choudhry
PART II: ALM MODELS APPLIED TO INSURANCE COMPANIES
Institutional ALM; M.Dempster
ALM Models for Life Insurance in India; H.Sadhak
PART III: ALM MODELS APPLIED TO PENSION FUNDS
401K Pension Plans in the USA; F.Sortino
Regulating Affecting Pension Funds, Their Asset Allocation and Structured Products; C.Keating
Comparison of Employees Provident Funds in Malaysia, Sri Lanka, India and Thailand; S.S.Hussin& D.Roman
ALM Models for Defined Contribution Schemes; Blake et al
PART IV: ALM MODELS APPLIED TO OTHER AREAS
Individual ALM; E.Medova
Asset Allocation; D.DiBartolomeo
Asset-Liability Management in Private Wealth Management; L.Martellini et al
PART V: INDUSTRY INSIGHTS, TECHNOLOGY, PRODUCTS AND SERVICES
Summary of Delta Product; BrightonRock Group
Society Profile of the Securities and Investment Institute
Company Profile of Cambridge Systems Associates
Company Profile of Northfield Information Services
PART VI: DIRECTORY OF ALM SERVICE PROVIDERS
Company Details, Summary of Services and Products
Bibliography