Ebook Handbook of asset and liability management: From models to optimal return strategies - Part 2

Continued part 1, part 2 of ebook "Handbook of asset and liability management: From models to optimal return strategies" has presents the following content: tools for asset and liability managers; simulation tools for interest rates and other financial indexes; economic value and new risk indicators associated with the basel II and solvency II regulatory perspective; optimal return strategies; conclusions on the alm of tomorrow; annexes;...

Từ khóa: Handbook of asset and liability management, Optimal return strategies, Optimal return strategies, Equity market simulation, Interest rate simulation, Economic capital indicators, ALM stress testing, Economic value management