Adam Handbook of Asset and Liability Management

From Models to Optimal Return Strategies
1. Auflage 2008
ISBN: 978-0-470-72411-8
Verlag: John Wiley & Sons
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 576 Seiten, E-Book

Reihe: The Wiley Finance Series

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/Hrsg.

Adam, Alexandre

Über Autor(innen)

ALEXANDRE ADAM is a French Asset and Liability Manager bornin 1973 in Reims, France. He has a Statistician and EconomistPost-graduate Diploma of Ecole Nationale de la Statistique et del'Administration Economique, Malakoff, France. In 1993, hestudied Engineering at Ecole Polytechnique, Palaiseau, the majorFrench "Grande Ecole", where he was awarded an AdvancedGraduate Degree. Alexandre also has a Masters degree in Mathematicsfrom University Paris-VI.
Since 1997, he has worked for BNP Paribas, in the ALM and TreasuryDepartment, initially in charge of the optional interest rate risksin the Balance Sheet before working as a Front Office marketoperator. Alexandre is now responsible for the Financial ModelsTeam, where his team contributes to the ALM models and indicatorssuch as Stress Tests, economic capital, behavioural modelsestimation, retail credit risk, implementation and calculation ofthe Banking Book Value at Risk and Equity Allocation in the BankingBook.
Alexandre is an actuary of the French Institute of Actuaries and isa member of the scientific committee of AFGAP, the FrenchAssociation of Asset and Liability Managers. Since 2005, Alexandrehas also been a Master Degree lecturer at University ParisXIII.
Alexandre has published many articles on ALM in specialisedjournals.