March 2002
Intermediate to advanced
176 pages
3h 48m
English
The purpose of this book is to study asset and liability management (ALM) of a commercial bank. ALM includes a set of tools that ensure that value is created for shareholders and that risks are being put under control.

The pedagogy is unique, with two self-contained vehicles: a book and software. As the banking world is shifting from an overriding concern for balancesheet expansion to a preoccupation with rates of return on capital and risk control, knowledge of ALM is becoming a necessity for all bankers accountable for the results of a profit centre. This second edition of Asset & Liability Management is designed for corporate bankers, ...
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