Blog: Technology: taming the risk beast

skinnercm 169 days ago

After outlining the four main buckets of risk that banks have to tame: market, credit, liquidity and operational; the real issue is the bank’s structure. Historically, bank...

News: China central bank urges proper management of risk, liquidity

350 days ago - Economy News Headlines - Yahoo News UK

China's central bank urged commercial banks to properly manage liquidity while reiterating its promise to keep monetary policy stable and to clamp down on risky lending, ...

News: Published / Preprint: Synthetic FloatingâRate Debt: An Example of an AssetâDriven Liability Structure

395 days ago - The Complete MoneyScience Reloaded

An asset‐driven liability (ADL) structure is analogous to a liability‐driven investment (LDI) strategy. In both cases, the intent is to reduce the risk arising from ...

News: New - Factoring Problem Loan Assumptions into Asset–Liability Management (ALM) Modeling

400 days ago - QFINANCE - New and updated articles

News: When to Worry — An Asset-Liability Management Perspective on Financial Macroeconomics

408 days ago - The Aleph Blog

At the end of the day, the world is net flat.  Every asset is owned 100%; every liability is someone else’s asset.If everything is 100% owned, why are there ever crises...

News: Hedging Manager- Group Asset Liability Management (ALM)

478 days ago - Hedge Funds Jobs: eFinancialCareers.co.uk

Aviva are looking for a Manager to join their Hedging and Complex Assets team. Reporting into the Hedging & Complex Assets Director, you''ll assist in structuring, reviewing a...

News: Andrew Davidson & Co., Inc.'s LoanDynamics™ Model can now be used within Oracle Financial Services Asset Liability Management Application

618 days ago - Bobsguide News

  Andrew Davidson & Co., Inc. is pleased to announce that AD&Co.'s industry leading LoanDynamics™ Model can now be used within Oracle Financial Serv...

News: Andrew Davidson & Co., Inc.'s LoanDynamics™ Model can now be used within Oracle Financial Services Asset Liability Management Application

619 days ago - Bobsguide Financial Technology News

  Andrew Davidson & Co., Inc. is pleased to announce that AD&Co.'s industry leading LoanDynamics™ Model can now be used within Oracle Financial Serv...

News: Mean-Variance Asset-Liability Management with State-Dependent Risk Aversion [arXiv:1304.7882]

635 days ago - Latest q-fin articles

Qian Zhao, Jiaqin Wei, Rongming Wang; In this paper, we consider the asset-liability management under the mean-variance criterion. The financial market consists of a risk-fr...

News: SunGard Tops Risk Magazine’s 2012 Technology Ranking with Ambit Asset and Liability Management

772 days ago - Bobsguide News

SunGard has been awarded first place in Risk Magazine’s annual Technology Rankings with its Ambit Asset and Liability Management (ALM) solution. The  Risk&n...