Overview

In the Handbook of Asset and Liability Management: From Models to Optimal Return Strategies, Alexandre Adam presents a comprehensive guide to Asset and Liability Management. Written from a quantitative perspective with economic explanations, this book will appeal to both mathematicians and non-mathematicians alike as it gives an operational view on the business. Well structured, this book includes essential information on Balance Sheet Items and Products Modeling, Tools for Asset and Liability Managers, as well as Optimal Returns Strategies. Explaining, in detail, all the written and unwritten rules of Asset Liability Management, using up-to-date models and the latest findings, the Handbook of Asset and Liability Management is an essential tool for Asset and Liability Managers both for the present day and the future.

Full Product Details

9780470034965

Table of Contents

Reviews

If you are looking for the latest global coverage on asset and liability management, this book is an excellent resource. (Pensions World, January 2008)

If you are looking for the latest global coverage on asset and liability management, this book is an excellent resource. (Pensions World, January 2008)

Author Information

ALEXANDRE ADAM is a French Asset and Liability Manager born in 1973 in Reims, France. He has a Statistician and Economist Post-graduate Diploma of Ecole Nationale de la Statistique et de l?Administration Economique, Malakoff, France. In 1993, he studied Engineering at Ecole Polytechnique, Palaiseau, the major French ?Grande Ecole?, where he was awarded an Advanced Graduate Degree. Alexandre also has a Masters degree in Mathematics from University Paris-VI. Since 1997, he has worked for BNP Paribas, in the ALM and Treasury Department, initially in charge of the optional interest rate risks in the Balance Sheet before working as a Front Office market operator. Alexandre is now responsible for the Financial Models Team, where his team contributes to the ALM models and indicators such as Stress Tests, economic capital, behavioural models estimation, retail credit risk, implementation and calculation of the Banking Book Value at Risk and Equity Allocation in the Banking Book. Alexandre is an actuary of the French Institute of Actuaries and is a member of the scientific committee of AFGAP, the French Association of Asset and Liability Managers. Since 2005, Alexandre has also been a Master Degree lecturer at University Paris XIII. Alexandre has published many articles on ALM in specialised journals.

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