“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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