Handbook of asset and liability management : from models to optimal return strategies / Alexandre Adam. by Adam, Alexandre

Table of Contents: “…PART V TOOLS FOR ASSET AND LIABILITY MANAGERS21 Simulation tools for interest rates and other financial indexes21.1 Stochastic calculation21.2 Equity market simulation21.3 Interest rate simulation21.4 Generic models for joint simulation of inflation, stock index, interest rates, real estate, liquidity and credit spreads21.5 Market simulations including risk premiums22 Delta equivalent computation22.1 Principles22.2 Delta, penta, correla and courba equivalents or "Adam equivalents"22.3 Delta equivalent associated break-even point22.4 Examples of delta equivalent computation22.5 Hedging error and gamma equivalent23 Technical tools useful in ALM23.1 Risk measures23.2 Optimization methods23.3 Common statistical tools in ALM23.4 Other statistical tools and common ALM functionsPART VI ECONOMIC VALUE AND NEW RISK INDICATORS ASSOCIATED WITH THE BASEL II AND SOLVENCY II REGULATORY PERSPECTIVE24 Basel II regulation and Solvency II24.1 Common regulatory risk constraints24.2 Basel II: normalized regulatory constraints24.3 Solvency II25 Links between ALM and financial analysis25.1 Performance indicators in the company25.2 Shareholder's equity value, economic value and risk premiums25.3 Capital allocation/attribution and capital consumption25.4 Company valuation and cost of capital with positive tax rate25.5 Merton's model25.6 Financial analysis and ALM implications26 Towards economic capital indicators26.1 Economic capital and its implications26.2 Economic capital computation main hypotheses26.3 ALM stress testing26.4 Credit risk economic capital computation26.5 Economic capital in ALM26.6 IFRS and regulation implications for ALM26.7 New indicators for the economic value approachPART VII OPTIMAL RETURN STRATEGIES27 Risk perfect hedging using the delta equivalent technique27.1 Micro hedging strategies with structured products27.2 Delta hedging strategies27.3 Example of a bank balance sheet with demand deposits28 Limits policy28.1 Economic capital limit28.2 Setting economic capital limits28.3 Gap limit28.4 Income sensitivity limit29 Income smoothing strategies29.1 Important preliminary comment about income smoothing and fraud29.2 Examples of income smoothing29.3 Example of a cumulative AFS bonds income smoothing strategy29.4 ALM and Hawks martingale30 Economic value management: the A/L manager's optimization programme under economic capital constraints and accounting constraints30.1 Point of view of "traditional A/L managers" and criticism of the models30.2 Economic value management30.3 Economic value optimization using grid methodology31 Application to Banking Book activities31.1 Deposit accounts: valuation and hedging in an economic capital approach using the grid methodology31.2 Application to Stock Market Book31.3 Application to Credit Risk Book31.4 Prepayment risk optimal hedging strategies31.5 Application to a global Banking Book including business and model risk31.6 Direct demand deposit income smoothing through a simple example32 Economic value management in insurance companies and in Capital Book management32.1 Economic value management in insurance companies32.2 Application to economic Capital Book managementPART VIII CONCLUSIONS ON THE ALM OF TOMORROW33 Conclusions on the future of ALM33.1 ALM diversity33.2 ALM benchmarking33.3 Conclusions on ALM and modelsPART IX ANNEXES34 Statistical advanced tools34.1 Extreme points34.2 Copulas35 The basis of interest rate modelling35.1 Yield curve reconstitution35.2 Yield curve stochastic interest rate modelsBibliographyIndex.…”
Full text (Wentworth users only)

Handbook of asset and liability management : from models to optimal return strategies / Alexandre Adam. by Adam, Alexandre

Table of Contents: “…PART V TOOLS FOR ASSET AND LIABILITY MANAGERS21 Simulation tools for interest rates and other financial indexes21.1 Stochastic calculation21.2 Equity market simulation21.3 Interest rate simulation21.4 Generic models for joint simulation of inflation, stock index, interest rates, real estate, liquidity and credit spreads21.5 Market simulations including risk premiums22 Delta equivalent computation22.1 Principles22.2 Delta, penta, correla and courba equivalents or "Adam equivalents"22.3 Delta equivalent associated break-even point22.4 Examples of delta equivalent computation22.5 Hedging error and gamma equivalent23 Technical tools useful in ALM23.1 Risk measures23.2 Optimization methods23.3 Common statistical tools in ALM23.4 Other statistical tools and common ALM functionsPART VI ECONOMIC VALUE AND NEW RISK INDICATORS ASSOCIATED WITH THE BASEL II AND SOLVENCY II REGULATORY PERSPECTIVE24 Basel II regulation and Solvency II24.1 Common regulatory risk constraints24.2 Basel II: normalized regulatory constraints24.3 Solvency II25 Links between ALM and financial analysis25.1 Performance indicators in the company25.2 Shareholder's equity value, economic value and risk premiums25.3 Capital allocation/attribution and capital consumption25.4 Company valuation and cost of capital with positive tax rate25.5 Merton's model25.6 Financial analysis and ALM implications26 Towards economic capital indicators26.1 Economic capital and its implications26.2 Economic capital computation main hypotheses26.3 ALM stress testing26.4 Credit risk economic capital computation26.5 Economic capital in ALM26.6 IFRS and regulation implications for ALM26.7 New indicators for the economic value approachPART VII OPTIMAL RETURN STRATEGIES27 Risk perfect hedging using the delta equivalent technique27.1 Micro hedging strategies with structured products27.2 Delta hedging strategies27.3 Example of a bank balance sheet with demand deposits28 Limits policy28.1 Economic capital limit28.2 Setting economic capital limits28.3 Gap limit28.4 Income sensitivity limit29 Income smoothing strategies29.1 Important preliminary comment about income smoothing and fraud29.2 Examples of income smoothing29.3 Example of a cumulative AFS bonds income smoothing strategy29.4 ALM and Hawks martingale30 Economic value management: the A/L manager's optimization programme under economic capital constraints and accounting constraints30.1 Point of view of "traditional A/L managers" and criticism of the models30.2 Economic value management30.3 Economic value optimization using grid methodology31 Application to Banking Book activities31.1 Deposit accounts: valuation and hedging in an economic capital approach using the grid methodology31.2 Application to Stock Market Book31.3 Application to Credit Risk Book31.4 Prepayment risk optimal hedging strategies31.5 Application to a global Banking Book including business and model risk31.6 Direct demand deposit income smoothing through a simple example32 Economic value management in insurance companies and in Capital Book management32.1 Economic value management in insurance companies32.2 Application to economic Capital Book managementPART VIII CONCLUSIONS ON THE ALM OF TOMORROW33 Conclusions on the future of ALM33.1 ALM diversity33.2 ALM benchmarking33.3 Conclusions on ALM and modelsPART IX ANNEXES34 Statistical advanced tools34.1 Extreme points34.2 Copulas35 The basis of interest rate modelling35.1 Yield curve reconstitution35.2 Yield curve stochastic interest rate modelsBibliographyIndex.…”
Full text (Wentworth users only)

Development Economics. by Siggel, Eckhard

Table of Contents: “…2 Economic Growth and its Determinants2.1 Production Function Models; 2.2 The Nature of Technical Change; 2.3 Empirical Evidence and Policy Conclusions; 2.4 Macroeconomic Growth Models; 2.5 Neoclassical Growth and the Stylized Facts of Economic Growth; 2.6 Endogenous Growth; 2.7 Convergence Once Again; Case Study 4: International Convergence of Income Levels; Case Study 5: Sources of Growth in Kenya's Manufacturing Sector; 3 Financing Economic Growth from Domestic Sources; 3.1 Policies to Accelerate Economic Growth; 3.2 Increasing Savings; 3.3 Fiscal Policy and Tax Reform.…”
Full text (Wentworth users only)

The value of debt in building wealth : creating your glide path to a healthy financial L.I.F.E. / Thomas J. Anderson. by Anderson, Thomas J. (Certified investment management analyst)

Full text (Wentworth users only)

The value of debt in building wealth : creating your glide path to a healthy financial L.I.F.E. / Thomas J. Anderson. by Anderson, Thomas J. (Certified investment management analyst)

Full text (Wentworth users only)

Market neutral strategies / Bruce I. Jacobs, Kenneth N. Levy, editors. by Jacobs, Bruce I.

Full text (Wentworth users only)

How to succeed as a solo consultant : breaking out on your own / Stephen D. Field. by Field, Stephen D.

Full text (Wentworth users only)
Full text (Wentworth users only)

The President Has Usurped the Constitutional Power of Congress : A Debate / Intelligence2.

Streaming video (Wentworth users only)

Measuring the Informal Economy in Latin America and the Caribbean / prepared by Guillermo Vuletin. by Vuletin, Guillermo Javier

Full text (Wentworth users only)

Ratings Critical Analysis and New Approaches of Quantitative and Qualitative Methodology / by Peter Brusov, Tatiana Filatova, Natali Orekhova. by Brusov, Peter, Filatova, Tatiana, Orekhova, Natali

Full text (Wentworth users only)

The new CFO financial leadership manual / Steven M. Bragg. by Bragg, Steven M.

Table of Contents: “…CFO's Place in the Corporation -- Financial Strategy -- Tax Strategy -- Information Technology Strategy -- Accounting. …”
Full text (Wentworth users only)

Real estate accounting made easy / Obioma Anthony Ebisike. by Ebisike, Obioma Anthony

Table of Contents: “…Chapter 5 Accounting for Operating Property ExpensesLessee Measurement and Recording of Operating and Finance Leases; Contracts with Multiple Components; Lease Liabilities and Right-of-Use Assets; Initial Direct Costs; Lessee Journal Entries of Operating and Finance Leases; Lessee Accounting of Operating Lease; Lessee Accounting of Finance Lease; Lessor Operating Property Expenses; Operating Costs; Property Taxes; Cleaning; Security; Water, Electricity, HVAC; Payroll; Insurance; Repairs and Maintenance; Leasing Costs; Loan Closing Costs; Management Fee; Sales and Use Taxes…”
Full text (Wentworth users only)

Mark 8-16 : a new translation with introduction and commentary / Joel Marcus.

Table of Contents: “…On the Way: Blindness and Sight -- Jesus Heals a Blind Man in Two Stages (8:22-26) -- Jesus Is Recognized as Messiah and Prophesies His Death and Resurrection (8:27-33) -- Jesus Proclaims the Gains and Losses in Following Him (8:34-9:1) -- The Transfiguration (9:2-8) -- Jesus Speaks of Elijah and the Son of Man (9:9-13)…”
Full text (Wentworth users only)

Living History: Experiencing Great Events of the Ancient and Medieval Worlds: Jerusalem Tinderbox: Temple in Flames.

Streaming video (Wentworth users only)

The value of debt in building wealth : creating your glide path to a healthy financial L.I.F.E. / Thomas J. Anderson. by Anderson, Thomas J. (Certified investment management analyst)

Full text (Wentworth users only)

New Health Care for Profit : Doctors and Hospitals in a Competitive Environment. by Gray, Bradford H.

Table of Contents: “…The New Health Care for Profit; Copyright; Preface; Contents; An Introduction to the New Health Care for Profit; THE CHANGING HEALTH CARE ENVIRONMENT; PROFESSIONAL AUTONOMY, TRUST, AND HEALTH POLICY; IMPLICATIONS OF THE CURRENT CHANGES IN FOR-PROFIT HEALTH CARE; THE INSTITUTE OF MEDICINE PROJECT; CONCLUSION; REFERENCES AND NOTES; Legal Differences Between Investor-Owned and Nonprofit Health Care Institutions; ORGANIZATIONAL DIFFERENCES; Investor-Owned Hospitals; Nonprofit Hospitals; FINANCIAL DIFFERENCES; Tax Exemptions; Reimbursement Factors; Sources of Capital.…”
Full text (Wentworth users only)

Asia-Pacific Disaster Management Comparative and Socio-legal Perspectives / edited by Simon Butt, Hitoshi Nasu, Luke Nottage. by Butt, Simon

Full text (Wentworth users only)

Environmental Policy and Reform in China edited by Jinnan Wang, Hongqiang Jiang, Gang Yan.

Full text (Wentworth users only)

How to succeed as a solo consultant : breaking out on your own / Stephen D. Field. by Field, Stephen D.

Full text (Wentworth users only)

Plan Your Own Estate Passing on Your Assets and Your Values Legally and Efficiently / Wheatley-Liss, Deirdre. by Wheatley-Liss, Deirdre

Full text (Wentworth users only)