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Frontiers of Risk Management, Volume I
book

Frontiers of Risk Management, Volume I

by Dennis Cox
July 2018
Intermediate to advanced content levelIntermediate to advanced
256 pages
6h 22m
English
Business Expert Press
Content preview from Frontiers of Risk Management, Volume I

“A Consistent, Global Approach to Risk” (Ferguson), 187–189

Against the Gods (Bernstein), 3

ALM. See Asset liability management

Alternative investments, 109

Assessment, 123–125

Asset liability management (ALM)

case study, 60–64

case study solutions, 65–67

dynamics, 56–57

implementation issues, 67–70

implementing robust framework, 57–59

policy objectives, 56–57

Asset pricing, 44–45

The A Team (TV show), 127

Balance sheet model assumptions

core deposit behavior, 96

new business assumptions, 94–95

prepayment assumptions, 96–97

rate scenarios and driver rates, 94

repricing attributes, 95

run-off schedules, 95–96

starting, 93–94

Balance sheet, nature of, 73–74

Bank regulation

complexity of requirements, 170–172

current state of, 167–168

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Publisher Resources

ISBN: 9781947098473