Bank Asset Liability Management Best Practice: Yesterday, Today and Tomorrow

Acknowledgments\nForeword\nContents\nPreface\nPart 1: Historical Asset and Liability Management Concepts\nIntroduction\nChapter 1. Before the ALM Era\nChapter 2. Financial Turbulence\nChapter 3. Emergence of Derivatives\nChapter 4. Regulators in Place\nChapter 5. Preservation of Basel III Capital\nChapter 6. Complete Interrelation\nChapter 7. ALM Evolution Summary\nConclusions\nPart 2: Place of Asset and Liability Management in a Bank\nIntroduction\nChapter 8. Prerequisites for ALM\nChapter 9. ALM Responsibilities (Full Scope)\nChapter 10. ALM Operating Model\nChapter 11. ALM Inside a Risk Management Triangle\nChapter 12. From a Standalone ALM Desk to a Group Treasury\nConclusions\nPart 3: New Trends in Banking and Challenges for ALM\nIntroduction\nChapter 13. ALM Role in SREP\nChapter 14. Scope of ALM Involvement for Different Banks\nChapter 15. ALM Role in Crisis\nChapter 16. After-Crisis ALM\nSelected Bibliography\nList of Figures\nList of Tables\nList of Abbreviations\nAbout the Author\nIndex