Asset Liability Management
117 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.
Asset allocation with shadow assets
The wealth of most investors contains both financial assets as well as non-financial assets. This white paper defines shadow assets as (mostly) non-financial and non-tradeable assets that are exogenous to the investor’s asset allocation decision.
Deposits, deposit guarantee schemes and bank resolution
This white paper considers the techniques which are – or should be – available for the resolution of banks which are primarily funded through retail deposits.
Islamic asset finance
Under review is how conventional secured lending and leasing structure for an asset can be developed into a Shari'a compliant product, thereby providing asset leasing companies and operators with the opportunity to meet their financing needs by accessing the liquidity of the Islamic finance market.
2012/2013: Challenging years for European asset managers
European asset managers face significant regulatory challenges. The impact of new regulation will be substantial and will cause upheaval and change in the sector. This white paper summarises European and US areas of regulation that will impact European asset managers.
Using accounting standards to manage risk in banks
This white paper examines new accounting standards set out by two of the main accounting standards boards. It details how the standards can help increase efficiency, detect credit deterioration earlier and ultimately improve the performance of risk management inside a bank.
The impact of Solvency II on bond management
This white paper analyses the bond Solvency Capital Requirement as a risk measure, the effects of this risk measure on bond management within a return volatility-Value-at-Risk-SCR universe, and whether Solvency II will lead to a new bond hierarchy and arbitrage opportunities.
Managing and Measuring Capital
This white paper considers how capital is measured and managed by banks and other financial institutions and how current techniques should be improved to address the issues highlighted in the recent crisis.
Shifting Towards Hybrid Pension Systems: A European Perspective
This research was produced as part of the "Regulation and Institutional Investment" research chair at EDHEC-Risk Institute, in partnership with AXA Investment Managers.
What Asset-Liability Management Strategy for Sovereign Wealth Funds?
This research was produced as part of the "Asset-Liability Management Techniques for Sovereign Wealth Fund Management" research chair at EDHEC-Risk Institute, in partnership with Deutsche Bank.
Dynamic Investment Strategies for Corporate Pension Funds in the Presence of Sponsor Risk
This research was produced as part of the "Asset-Liability Management and Institutional Investment Management" research chair at EDHEC-Risk Institute, in partnership with BNP Paribas Investment Partners.