The handbook of asset liability management: state-of-the-art investment strategies, risk controls and regulatory requirements
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Boston [u.a.]
Irwin McGraw-Hill
1996
|
| Ausgabe: | Rev. ed. |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Frühere Aufl. u.d.T.: Asset liability management |
| Beschreibung: | VI, 506 S. graph. Darst. |
| ISBN: | 1557388008 |
Internformat
MARC
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| 245 | 1 | 0 | |a The handbook of asset liability management |b state-of-the-art investment strategies, risk controls and regulatory requirements |c Frank J. Fabozzi ... eds. |
| 250 | |a Rev. ed. | ||
| 264 | 1 | |a Boston [u.a.] |b Irwin McGraw-Hill |c 1996 | |
| 300 | |a VI, 506 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 500 | |a Frühere Aufl. u.d.T.: Asset liability management | ||
| 650 | 4 | |a Asset-liability management | |
| 700 | 1 | |a Fabozzi, Frank J. |d 1948- |e Sonstige |0 (DE-588)129772054 |4 oth | |
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| 999 | |a oai:aleph.bib-bvb.de:BVB01-009745164 | ||
Datensatz im Suchindex
| _version_ | 1804129097731801088 |
|---|---|
| adam_text | Table of Contents
1 Introduction 1
Frank J. Fabozzi, Yale University
Atsuo Konishi, S.B.C.M. (U.K.)
2 The Profitable Side of Risk Management 5
Michael J. Giarla, Smith Breeden Associates, Inc.
3 A Practical Approach to Asset/Liability Management 31
Ravi E. Dattatreya, Sumitomo Bank Capital Markets, Inc.
4 Asset Securitization: Prospects And Issues 47
Anand K. Bhattacharya, Prudential Securities Inc.
Thomas A. Zimmerman, Prudential Securities Inc.
5 Price Volatility Characteristics of Fixed Income
Securities 71
Ravi E. Dattatreya, Sumitomo Bank Capital Markets, Inc.
6 Measuring and Controlling Yield Curve Risk 103
Ravi E. Dattatreya, Sumitomo Bank Capital Markets, Inc.
Frank J. Fabozzi, Yale University
7 Interest Rate Risk Models Used by Depository
Institutions 127
Elizabeth Mays, Office of Thrift Supervision
8 Risk Management in an Asset/Liability Framework 145
Anand K. Bhattacharya, Prudential Securities Inc.
Edward Fitzgerald, Prudential Securities Inc.
Shrikant Ramamurthy, Prudential Securities Inc.
v
9 Thrift Bulletin 13: Implications for Thrift Managers 187
Kenneth Spindel, Bear, Stearns Co., Inc.
Ernest Almanza, Bear, Stearns Co., Inc.
Robert L. Gilligan II.
Robert Smith
10 Implementing Value at Risk in Balance Sheet
Management—Using the Option Ad justed
Spread Model 209
Stephen R. Rigsbee, Quantitative Risk Management Group
Sirri S. Ayaydin, Quantitative Risk Management Group
Charles A. Richard, Quantitative Risk Management Group
11 Hedging Interest Rate Risks with Futures, Swaps,
and Options 259
Michael J. Giarla, Smith Breeden Associates, Inc.
12 Using the OAS Methodology to Value and Hedge
Commercial Bank Retail Demand Deposit Premiums 363
Robert D. Selvaggio, The Chase Manhattan Bank, N.A.
13 Minimizing Derivatives Risks through an Effective
Documentation Process 375
John Stocchetti, Gnosis, Inc. and
Illinois Institute of Technology
14 Managing the Investment Portfolio 399
John E. Bowen, Wachovia Bank of Georgia
15 Commercial Banks, Risk Based Capital, and
Mortgage Backed Securities Transactions 455
Raj Bhala, College of William and Mary
Index 499
|
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| id | DE-604.BV014213230 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:59:43Z |
| institution | BVB |
| isbn | 1557388008 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009745164 |
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| physical | VI, 506 S. graph. Darst. |
| publishDate | 1996 |
| publishDateSearch | 1996 |
| publishDateSort | 1996 |
| publisher | Irwin McGraw-Hill |
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| spelling | The handbook of asset liability management state-of-the-art investment strategies, risk controls and regulatory requirements Frank J. Fabozzi ... eds. Rev. ed. Boston [u.a.] Irwin McGraw-Hill 1996 VI, 506 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Frühere Aufl. u.d.T.: Asset liability management Asset-liability management Fabozzi, Frank J. 1948- Sonstige (DE-588)129772054 oth HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009745164&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | The handbook of asset liability management state-of-the-art investment strategies, risk controls and regulatory requirements Asset-liability management |
| title | The handbook of asset liability management state-of-the-art investment strategies, risk controls and regulatory requirements |
| title_auth | The handbook of asset liability management state-of-the-art investment strategies, risk controls and regulatory requirements |
| title_exact_search | The handbook of asset liability management state-of-the-art investment strategies, risk controls and regulatory requirements |
| title_full | The handbook of asset liability management state-of-the-art investment strategies, risk controls and regulatory requirements Frank J. Fabozzi ... eds. |
| title_fullStr | The handbook of asset liability management state-of-the-art investment strategies, risk controls and regulatory requirements Frank J. Fabozzi ... eds. |
| title_full_unstemmed | The handbook of asset liability management state-of-the-art investment strategies, risk controls and regulatory requirements Frank J. Fabozzi ... eds. |
| title_short | The handbook of asset liability management |
| title_sort | the handbook of asset liability management state of the art investment strategies risk controls and regulatory requirements |
| title_sub | state-of-the-art investment strategies, risk controls and regulatory requirements |
| topic | Asset-liability management |
| topic_facet | Asset-liability management |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009745164&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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