LEADER 03563nam 2200457 450 001 9910677809003321 005 20200417034520.0 010 $a1-119-63549-7 010 $a1-119-63552-7 010 $a1-119-63551-9 035 $a(CKB)4100000010473938 035 $a(MiAaPQ)EBC6122021 035 $a(CaSebORM)9781119635482 035 $a(EXLCZ)994100000010473938 100 $a20200417d2020 uy 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aAsset liability management optimization $ea practitioner's guide to balance sheet management and remodelling /$fBeata Lubinska 205 $a1st edition 210 1$aChichester, West Sussex, England :$cWiley,$d[2020] 210 4$dİ2020 215 $a1 online resource (243 pages) 225 1 $aWiley Finance series 311 $a1-119-63548-9 320 $aIncludes bibliographical references and index. 330 $aAn advanced method for financial institutions to optimize Asset Liability Management for maximized return and minimized risk Financial institutions today are facing daunting regulatory and economic challenges. As they manage bank regulation and competition, institutions are also optimizing their Asset Liability Management (ALM) operations. The function of the ALM unit today goes beyond risk management related to the banking book into managing regulatory capital and positioning the balance sheet to maximize profit. Asset Liability Management Optimization: A Practitioner's Guide to Balance Sheet Management and Remodelling offers a step-by-step process for modeling and reshaping a bank's balance sheet. Based on the author's extensive research, it describes how to apply a quantifiable optimization method to help maximize asset return and minimize funding cost in the banking book. ALM ranks as a key component of any financial institution's overall operating strategy. Now, financial professionals can use an advanced solution for optimizing ALM. This book takes a closer look at the evolving role of the ALM function and the target position of the banking book. It provides strategies for active management, structuring, and hedging of a bank balance sheet, while also exploring additional topics related to ALM. A description of the Funds Transfer Pricing (FTP) process related to a bank?s target position Detailed examinations of interest rate risk in the banking book (IRRBB) Discussion of Basel III regulatory requirements and maturity gap analysis Overview of customer behavior, along with its impact on interest rate and liquidity risk Practical spreadsheet models (NII sensitivity and EVE volatility IRRBB model, simplified optimization model for minimization of average funding cost for a bank and an example of behavioral model for Non-Maturing Deposits) Explorations of model risk, sensitivity analysis, and case studies The optimization techniques found in Asset Liability Management Optimization can prove vital to financial professionals who are tasked with maximizing asset return and reducing funding costs as a critical part of business objectives. 410 0$aWiley finance series. 606 $aAsset-liability management 615 0$aAsset-liability management. 676 $a332.10681 700 $aLubinska$b Beata$f1973-$01342508 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910677809003321 996 $aAsset liability management optimization$93067417 997 $aUNINA