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: Moody's Analytics

This white paper gives practitioners a snapshot of the “current state” of the industry, while assessing the challenges banks face while transitioning to International Financial Reporting Standard 9 (IFRS 9). It also includes a series of comments on best practices and industry trends. VIEW SUMMARY

Category: Credit Risk | Published: 25 November 2015 | Type: White Paper

Rating: + 12

Company: Axioma

This white paper explores the challenges that Skandinaviska Enskilda Banken AB encountered with risk management, and how Axioma’s Risk System helped in solving these issues. VIEW SUMMARY

Category: Credit Risk | Published: 26 October 2015 | Type: White Paper

Rating: + 5

Company: Axioma

In this paper, we explore the history of the latest Greek crisis, review approaches taken by market practitioners to stress testing, and outline potential scenarios that portfolio managers may wish to examine. VIEW SUMMARY

Category: Asset Liability Management | Published: 29 September 2015 | Type: White Paper

Rating: + 17

Company: Ayasdi

This white paper looks into why it is important to understand market regimes, and the current approaches firms take in understanding these regimes. It goes further by discussing the different ways in which machine intelligence can provide solutions in creating strategies. VIEW SUMMARY

Category: Market Risk | Published: 02 September 2015 | Type: White Paper

Rating: + 3

Company: IBM Business Analytics

When the future financial security of more than 700,000 people depends on the astute fund management decisions of 58 asset managers, it’s vital to put all the relevant risk-related data at their fingertips. VIEW SUMMARY

Category: Operational Risk | Published: 26 August 2015 | Type: Case Study

Rating: + 7

Company: Risk.net

Risk and Hedge Funds Review are delighted to provide you with exclusive keynote speaker and panellist video content from the Inaugural RiskHedge New York Conference – the 1st event for leading thinkers of risk and portfolio management with in Hedge Fund and Asset Management industry. VIEW SUMMARY

Category: Hedge Funds | Published: 19 August 2015 | Type: Video

Rating: + 1

Company: IBM United Kingdom Limited

This white paper provides a methodology for portfolio choice based upon modern risk management techniques and a clearer definition of the investment risk/return profile to feature goal-based investing and probabilistic scenario optimisation. VIEW SUMMARY

Category: Regulation | Published: 30 July 2015 | Type: White Paper

Rating: + 11

Company: S&P Capital IQ

Driven by S&P Capital IQ’s™ proprietary data and analytics, Equity Market Pulse provides professional investors with insights into global equity market fundamentals and performance at a glance. Spanning developed and emerging markets in the Americas, Europe, and Asia, it provides perspective on VIEW SUMMARY

Category: Private Equity | Published: 19 March 2015 | Type: White Paper

Rating: + 2

Company: AutoRek

Following the publication on 10 June 2014 by the Financial Conduct Authority (FCA) of policy statement 14/9 (PS14/9), the second stage of the client assets (CASS) rules will come into force on 1 December 2014. VIEW SUMMARY

Category: Compliance | Published: 06 January 2015 | Type: White Paper

Rating: + 2

Company: Conning

This paper begins by defining an economic scenario generator and then distinguishes between real-world and riskneutral applications. The paper then discusses the key features that we believe make the difference between an adequate ESG and one that is truly powerful in its ability to uncover possible VIEW SUMMARY

Category: Asset Liability Management | Published: 16 December 2014 | Type: White Paper

Rating: + 3

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