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Asset/Liability Management
by Frank J. Fabozzl & Atsuo Konishal(Editors)
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750.00
Your Price :
Rs
660.00
12
Introduction * The Profitablle Side of Risk Management * A Practical Approach to Asset/Liability Management * Price Volatility Characteristics of Fixed Income Securities * Overview of Asset/Liability Management Mosels and Interest Rate Risk control * Thrift Bulletin 13: Implications for Thrift Managers * Market Value Versus Net Interest Income : Are the Two Appeoaches consistent ? Total Return approach to Asset/ Liability Management Using OptionBased Models * Hedging Interest Rate Risks with Futures and Their Implications * Using the Bank Risk Based Capital Guidelines in Strategic Planning * Asset Securitization : Prospects and Issues * Structured Arbitrage Transactioin Analysis * A comparison of Methods for Analysis Mortagage-Backed Securities * Index * ISBN : 8121909465
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