Asset and Liability Management for Banks and Insurance Companies
by Marine Corlosquet-Habart, William Gehin, Jacques Janssen, Raimondo Manca
This is an eBook that you can download electronically.
This book introduces ALM in the context of banks and insurance companies. Although this strategy has a core of fundamental frameworks, models may vary between banks and insurance companies because of the different risks and goals involved. The authors compare and contrast these methodologies to draw parallels between the commonalities and divergences of these two services and thereby provide a deeper understanding of ALM in general.
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