Sustainable Financial Structured Products

Managing Risk Appetites across Modelling, Structuring, and Hedging
1. Auflage 2026
ISBN: 978-1-032-65887-2
Verlag: Taylor & Francis Ltd

Buch, Englisch, 448 Seiten, Format (B × H): 210 mm x 280 mm, Gewicht: 453 g

Reihe: Chapman and Hall/CRC Financial Mathematics Series

Sustainable Financial Structured Products: Managing Risk Appetite across Modelling, Structuring, and Hedging gives an overview of all relevant aspects of Financial Structured Products (i.e. long-term savings products) from the risk perspective of both issuers (banks, insurers) and customers. The book contains technical details associated with both practice and theory, specifically related to modelling, product design, investments and risk management challenges and solutions, tailored to both savings institutions and customer perspectives.

The book is aimed at practicing risk managers and associated professionals but can also be a useful teaching resource for courses in risk management, financial structured products, and other related topics.

Features

• Offers detailed theoretical background alongside concrete, cutting-edge "quick wins" across strategic and operational business axes

• Practical tools for professionals in the banking industry, as well as great teaching/learning resources for students

• Highlights operational challenges across modelling, product designs and hedging.

Zielgruppe

Postgraduate, Professional Practice & Development, and Professional Reference

Autoren/Hrsg.

Kalife, Aymeric

Fachgebiete

• Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Finanzsektor & Finanzdienstleistungen: Allgemeines
• Wirtschaftswissenschaften Betriebswirtschaft Management Risikomanagement
• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle

Inhaltsverzeichnis

Chapter 1 The transformation of the Risk Appetite for Sustainable Financial Structured Products Chapter 2 Products Risk Appetites for Sustainable Financial Structured Products Chapter 3 Measuring Risk Appetite for Sustainable Financial Structured Products Chapter 4 Pricing and Designing Products aligned with Risk Appetite for Sustainable Financial Structured Products Chapter 5 Hedging Risks aligned with Risk Appetite for Sustainable Financial Products References

Über Autor(innen)

Aymeric Kalife has been CEO of iDigital Partners since 2019, specializing in insurance and investment advisory with a focus on digital technologies. He is also Adjunct Professor of Finance at Paris Dauphine–PSL University, and member of the Scientific Board at QuantMinds International.

Previously, he was Global Head of Savings (Risk Management & Strategy) and Deputy Group Life Chief Actuary at AXA (2009–2018), where he co-designed and supervised the hedging of Fixed, Variable, and Structured Annuities, representing over $150 billion in assets under management using ~$700 billion Derivatives notionals. He significantly contributed to reshaping the Life Insurance Structured Products business across 20 entities through capital-light innovations and designs tailored to policyholders’ needs.

Aymeric began his career in investment banking, building deep expertise in structured products and derivatives. At Deutsche Bank, he served as Vice President, Volatility Strategist, covering vanilla & exotic options, and financial structured products trading, market impact, and liquidity risk. At Merrill Lynch, as Associate he structured hybrid derivatives, creating cross-asset Structured Products for institutional clients and Corporates. He also worked as a Quant Analyst at ABN AMRO in interest rate derivatives and at EDF Trading in commodities.

His research focuses on structured products, life insurance design, policyholder behavior, ESG allocation, and market liquidity, with publications and awards from the Society of Actuaries and AM Best. He holds multiple master’s degrees (probability at Pierre & Marie Curie university and Ecole Polytechnique, Statistics at ENSAE, Law and economics at Science Po, Finance at Sorbonne), an MBA from HEC Paris, and a PhD in Mathematical Finance from Paris Dauphine University and ESSEC under the supervision of Hélyette Geman.