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Asset and Liabilities Management for Banks and Insurance Companies
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Artikel-Nr:
9781848218833
Veröffentl:
2015
Erscheinungsdatum:
01.08.2015
Seiten:
176
Autor:
Marine Corlosquet-Habart
Gewicht:
428 g
Format:
240x161x14 mm
Sprache:
Englisch
Beschreibung:
Marine Corlosquet-Habart is a certified actuary and co-director of EURIA (Euro-Institut d'Actuariat, University of West Brittany, Brest, France). She teaches at EURIA, Telecom Bretagne and Ecole Centrale Paris (France). Her main research interests are pandemics, Solvency II internal models and ALM issues for insurance companies.
This book introduces ALM in the context of banks and insurance companies. Although this strategy has a core of fundamental frameworks, models may vary between banks and insurance companies because of the different risks and goals involved. The authors compare and contrast these methodologies to draw parallels between the commonalities and divergences of these two services and thereby provide a deeper understanding of ALM in general.