Asset Liability Management white papers

Found  55 white papers and resources

Risk Library provides a wide range of Asset Liability Management white papers and analyst reports by leading experts.

Asset liability management is a method by which banks, other financial services companies and corporations will co-ordinate the management of assets and liabilities to mitigate the risk of mismatches.

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Company: SAS

This white paper, which is the second in a two part series, explores best practices gathered from banks that are successfully using bank-specific stress tests to run their business smarter, safer and more profitably. VIEW SUMMARY

Category: Market Risk | Published: 15 February 2016 | Type: White Paper

Rating: + 7

Company: Standard Life Investments

This white paper focuses on the cash flow matching approach to portfolio management; how interest rate derivatives can be used within that process; and where the investment manager can add value for its insurance clients. VIEW SUMMARY

Category: Interest Rate Derivatives | Published: 09 February 2016 | Type: White Paper

Rating: + 5

Company: Insurance Risk Europe

As we look to 2020 and beyond, hear from Paul Stanworth who discusses what our assets will be - and against what liabilities? The video explores the reality of keeping to the prudent principle of risk management in the rapidly evolving world, as well as how to evaluate risk in a competitive VIEW SUMMARY

Category: Enterprise Risk Management | Published: 27 January 2016 | Type: Video

Rating: + 2

Company: RiskHedge New York

Hear from Jon Dorfman of Napier Park Global Capital giving the keynote address at the RiskHedge New York conference on July 8th. Jon Dorfman will examine the role of hedge funds in a world in which banks are scaling back their businesses. VIEW SUMMARY

Category: Market Risk | Published: 27 January 2016 | Type: Video

Rating: + 1

Company: Axioma

This white paper explores the potential outcomes of a central bank’s interest rate policy action on a broad-based portfolio consisting of various assets. VIEW SUMMARY

Category: Asset Liability Management | Published: 21 January 2016 | Type: White Paper

Rating: + 9

Company: SAS

This report provides an independent evaluation and description of leading practices from SAS as well as its competitive position in the market. The report also includes a brief look at key business and regulatory challenges and focuses on the technology landscape for enterprise stress testing. VIEW SUMMARY

Category: Asset Liability Management | Published: 13 January 2016 | Type: White Paper

Rating: + 3

Company: Standard Life Investments

This paper gives an insight into illiquid assets from 9 industry experts. Answering questions such as ‘What kind of tools and techniques do you use to measure liquidity?’ and ‘How do you approach the issue of credit risk?’ VIEW SUMMARY

Category: Credit Risk | Published: 08 January 2016 | Type: White Paper

Rating: + 11

Company: Moody's Analytics

This white paper addresses why insurers should view the data collated for Pillar III reporting as an essential information source for all strategic risk and capital decision-making within their organizations. VIEW SUMMARY

Category: Compliance | Published: 07 January 2016 | Type: White Paper

Rating: + 5

Company: Chappuis Halder

This white paper focuses on understanding how current market conditions (low interest rates) can affect banks’ revenues and profitability. The paper further analyses, via simulations on a real portfolio, the impacts of interest rate moves on the Economic Value of Equity and the Earnings at Risk. VIEW SUMMARY

Category: Basel III | Published: 21 December 2015 | Type: White Paper

Rating: + 22

Company: Standard Life Investments

In this case study, we set out some key features of a recent commercial real estate (CRE) debt transaction carried out by an insurer. It also sets out key criteria that insurers have to meet to demonstrate that they are eligible for an MA portfolio. VIEW SUMMARY

Category: Liquidity Risk | Published: 17 December 2015 | Type: White Paper

Rating: + 2

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