The Handbook of ALM in Banking: Interest Rates, Liquidity and the Balance Sheet - Softcover

Andreas Bohn; Marije Elkenbracht-Huizing

9781782720119: The Handbook of ALM in Banking: Interest Rates, Liquidity and the Balance Sheet

Softcover

ISBN 10: 1782720111 ISBN 13: 9781782720119

Publisher: Risk Books, 2013

In recent years, there has been increased focus on the universal banking model as well as new regulations focusing on asset and liability management (ALM) practices. In an environment of low interest rates and expansionary monetary policy, there is increased competition around loan and deposit businesses, as well as moves to integrate trading book assets and liabilities into the ALM framework.
Consequently, ALM is at the top of banks agendas.
Edited by industry experts Andreas Bohn and Marije Elkenbracht-Huizing, The Handbook of ALM in Banking brings together key contributions from those implementing new ALM frameworks in light of these latest developments.
The book examines the intricacies of loans and deposits in the context of revisions to statutory deposit protection schemes. It also assesses the demands on banks liquidity reserves and collateral, as well as funding implications.
The increased regulatory focus on earnings at risk and on capital and balance sheet consumption is also under the spotlight, with the book clarifying issues on funds transfer pricing, capital management and balance sheet requirements.
The Handbook of ALM in Banking provides a full overview of methods and methodologies being applied in cutting-edge ALM management. This book is a must-read for ALM managers, risk managers, balance sheet managers, accountants, treasurers.

"synopsis" may belong to another edition of this title.

About the Author:

Andreas Bohn is head of asset and liability management and transfer pricing at Barclays. He started his career at Deutsche Bank Fixed Income Research in 1993, and has held several roles, such as market maker for short- term interest rate derivatives, structurer for interest rate notes and market risk manager for interest rate derivatives as well as banking books. Between 2004 and 2012, Andreas ran asset and liability management as well as overall balance sheet management for Global Transaction Banking at Deutsche Bank in Frankfurt, London, New York and Singapore.

Marije Elkenbracht-Huizing is director of Market & ALM/Treasury Risk at ABN AMRO. In this role she is responsible for risk management of the treasury and trading portfolios. Before this, she was managing director ALM & Market Risk at NIBC. Previously she fullfilled leading roles at ABN AMRO in the areas of derivative valuation and risk management models, Economic Capital for market risk and interest rate risk for the banking book, ALM modelling and strategy. She published and was speaker on topics in the areas of ALM modelling and Economic Capital on various international conferences. Besides her banking profession, she has been a member of the Platform Mathematics Netherlands to stimulate the contribution of mathematics to innovation. Marije earned a Master and a PhD degree in mathematics from Leiden University.

Review:

The Handbook of ALM in Banking provides a comprehensive overview about the latest issues in ALM management. It describes current trends in bank regulation, interest rate risk management, liquidty risk management, as well as balance sheet management. The strength of this volume is that it practioners contributed issues from their day-to-day work along with its solutions. This book should be on every treasurer's desk. Review by Christian Buschmann, 12/08/2014

"About this title" may belong to another edition of this title.