Handbook of Asset and Liability Management (PDF)
From Models to Optimal Return Strategies
(Sprache: Englisch)
In the Handbook of Asset and Liability Management: From Models to Optimal Return Strategies, Alexandre Adam presents a comprehensive guide to Asset and Liability Management. Written from a quantitative perspective with economic explanations, this book will...
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In the Handbook of Asset and Liability Management: From Models to Optimal Return Strategies, Alexandre Adam presents a comprehensive guide to Asset and Liability Management. Written from a quantitative perspective with economic explanations, this book will appeal to both mathematicians and non-mathematicians alike as it gives an operational view on the business. Well structured, this book includes essential information on Balance Sheet Items and Products Modeling, Tools for Asset and Liability Managers, as well as Optimal Returns Strategies. Explaining, in detail, all the written and unwritten rules of Asset Liability Management, using up-to-date models and the latest findings, the Handbook of Asset and Liability Management is an essential tool for Asset and Liability Managers both for the present day and the future.
Autoren-Porträt von Alexandre Adam
ALEXANDRE ADAM is a French Asset and Liability Manager bornin 1973 in Reims, France. He has a Statistician and Economist
Post-graduate Diploma of Ecole Nationale de la Statistique et de
l'Administration Economique, Malakoff, France. In 1993, he
studied Engineering at Ecole Polytechnique, Palaiseau, the major
French "Grande Ecole", where he was awarded an Advanced
Graduate Degree. Alexandre also has a Masters degree in Mathematics
from University Paris-VI.
Since 1997, he has worked for BNP Paribas, in the ALM and Treasury
Department, initially in charge of the optional interest rate risks
in the Balance Sheet before working as a Front Office market
operator. Alexandre is now responsible for the Financial Models
Team, where his team contributes to the ALM models and indicators
such as Stress Tests, economic capital, behavioural models
estimation, retail credit risk, implementation and calculation of
the Banking Book Value at Risk and Equity Allocation in the Banking
Book.
Alexandre is an actuary of the French Institute of Actuaries and is
a member of the scientific committee of AFGAP, the French
Association of Asset and Liability Managers. Since 2005, Alexandre
has also been a Master Degree lecturer at University Paris
XIII.
Alexandre has published many articles on ALM in specialised
journals.
Bibliographische Angaben
- Autor: Alexandre Adam
- 2008, 1. Auflage, 576 Seiten, Englisch
- Verlag: John Wiley & Sons
- ISBN-10: 0470724110
- ISBN-13: 9780470724118
- Erscheinungsdatum: 02.08.2008
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