Asset-Liability Management

<body topmargin="0" leftmargin="0" stylesrc="../_private/template_title.htm" bgcolor="#FFFFFF" link="#333366" vlink="#000000" alink="#000000"> <table border="0" cellspacing="0" width="100%" cellpadding="10" style="border-collapse: collapse" bordercolor="#111111" id="table1"> <tr> <td width="100%" bgcolor="#FFFFCC"> <p class="header_black"><span style="font-size: 17pt">Risk Management: </span><span class="header_gold"><span style="font-size: 17pt">ALM</span></span></td> </tr> </table> <div align="left"> <table border="0" cellspacing="4" style="border-collapse: collapse" bordercolor="#111111" width="100%" cellpadding="0" id="table2"> <tr> <td width="740" bgcolor="#FFFFFF"> <div align="center"> <table border="0" cellpadding="10" cellspacing="0" style="border-collapse: collapse" bordercolor="#111111" width="468" id="table3"> <tr> <td> <script type="text/javascript"></script> <script type="text/javascript" src="http://pagead2.googlesyndication.com/pagead/show_ads.js"> </script> </td></tr> </table> <table border="0" cellpadding="6" cellspacing="0" height="206" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table4"> <tr> <td valign="top" align="right" height="198" width="150"> <p align="left"> <map name="FPMap53"> <area coords="0, 0, 131, 199" shape="rect" href="../titles/dermine_and_bissada_(2002).htm"> </map> <img border="0" src="../images/book_dermine_and_bissada_(2002).jpg" usemap="#FPMap53" width="132" height="200"></td> <td valign="top" align="left" height="198"> <table border="0" cellspacing="1" style="border-collapse: collapse" bordercolor="#111111" cellpadding="0" width="100%" id="table5"> <tr> <td width="100%"> <p class="book_title">Asset & Liability Management</td> </tr> <tr> <td width="102%" class="book_details_tags" valign="top" height="16" align="left"> <table border="0" cellpadding="2" cellspacing="0" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table6"> <tr> <td width="100%" colspan="3"> <p class="book_details">Jean Dermine and Youssef F. Bissada</td> </tr> <tr> <td width="50" class="book_details_tags"> <map name="FPMap51"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map> <img border="0" src="../images/star_5.gif" usemap="#FPMap51" width="90" height="16"></td> <td width="50" class="book_details_tags"> <map name="FPMap52"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map> <img border="0" src="../images/tech_2.gif" usemap="#FPMap52" width="90" height="16"></td> <td width="100%" class="book_details_tags"> <p align="right"><map name="FPMap363"> <area target="_self" href="../titles/dermine_and_bissada_(2002).htm" shape="rect" coords="0, 0, 90, 25" > </map> <img border="0" src="../images/pointer_review.gif" usemap="#FPMap363" width="90" height="25" ></td> </tr> </table> </td> </tr> <tr> <td class="book_details_tags" valign="top" align="left"> <p class="body"><strong style="font-weight: 400">For anyone who is new to asset-liability management (ALM)—or for anyone who knows some of the pieces but would like to understand ALM as a unified whole—this is an outstanding book. Assuming only passing familiarity with bank management, it walks readers through all aspects of ALM—Capital management, transfer pricing, loan pricing, credit risk, interest rate risk, securitization, liquidity</strong> ... <a href="../titles/dermine_and_bissada_(2002).htm">Read more</a></td> </tr> </table> </td> </tr> </table> </div> <div align="center"> <table border="0" cellpadding="6" cellspacing="0" height="206" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table7"> <tr> <td valign="top" align="right" height="198" width="150"> <p align="left"> <map name="FPMap358"> <area href="../titles/marrison_c_(2002).htm" shape="rect" coords="0, 0, 157, 199"> </map> <img border="0" src="../images/book_marrison_c_(2002).gif" usemap="#FPMap358" width="158" height="200"></td> <td valign="top" align="left" height="198"> <table border="0" cellspacing="1" style="border-collapse: collapse" bordercolor="#111111" cellpadding="0" width="100%" id="table8"> <tr> <td width="100%"> <p class="book_title"> <span class="book_title_sub">The Fundamentals of</span><br> Risk Measurement</td> </tr> <tr> <td width="102%" class="book_details_tags" valign="top" height="16" align="left"> <table border="0" cellpadding="2" cellspacing="0" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table9"> <tr> <td width="100%" colspan="3"> <p class="book_details">Chris Marrison</td> </tr> <tr> <td width="50" class="book_details_tags"> <map name="FPMap359"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map> <img border="0" src="../images/star_5.gif" usemap="#FPMap359" width="90" height="16"></td> <td width="50" class="book_details_tags"> <map name="FPMap360"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map> <img border="0" src="../images/tech_3.gif" usemap="#FPMap360" width="90" height="16"></td> <td width="100%" class="book_details_tags"> <p align="right"><map name="FPMap361"> <area target="_self" coords="0, 0, 90, 25" shape="rect" href="../titles/marrison_c_(2002).htm"> </map> <img border="0" src="../images/pointer_review.gif" usemap="#FPMap361" width="90" height="25" ></td> </tr> </table> </td> </tr> <tr> <td class="book_details_tags" valign="top" align="left"> <p class="body">There are lots of introductory texts on VaR and financial risk management. Marrison's is one of the best. Focusing exclusively on risk management within banks limits the book's audience, but it provides a context for deep understanding. No other book treats VaR, credit risk, ALM, RAROC, operational risk, and ... <a href="../titles/marrison_c_(2002).htm">Read more</a></td> </tr> </table> </td> </tr> </table> <div align="center"> <table border="0" cellpadding="6" cellspacing="0" height="206" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table10"> <tr> <td valign="top" align="right" height="198" width="150"> <p align="left"> <map name="FPMap3"> <area href="../titles/van_deventer_imai_mesler_(2004).htm" shape="rect" coords="0, 0, 133, 199"> </map> <img border="0" src="../images/book_van_deventer_imai_mesler_(2004).gif" usemap="#FPMap3" width="134" height="200"></td> <td valign="top" align="left" height="198"> <table border="0" cellspacing="1" style="border-collapse: collapse" bordercolor="#111111" cellpadding="0" width="100%" id="table11"> <tr> <td width="100%"> <p class="book_title">Advanced Financial Risk Management</td> </tr> <tr> <td width="102%" class="book_details_tags" valign="top" height="16" align="left"> <table border="0" cellpadding="2" cellspacing="0" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table12"> <tr> <td width="100%" colspan="3"> <p class="book_details">D. van Deventer, K. Imai, M. Mesler</td> </tr> <tr> <td width="50" class="book_details_tags"> <map name="FPMap1"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map> <img border="0" src="../images/star_6.gif" usemap="#FPMap1" width="90" height="16"></td> <td width="50" class="book_details_tags"> <map name="FPMap2"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map> <img border="0" src="../images/tech_3.gif" usemap="#FPMap2" width="90" height="16"></td> <td width="100%" class="book_details_tags"> <p align="right"><map name="FPMap362"> <area target="_self" href="../titles/van_deventer_imai_mesler_(2004).htm" shape="rect" coords="0, 0, 90, 25" > </map> <img border="0" src="../images/pointer_review.gif" usemap="#FPMap362" width="90" height="25" ></td> </tr> </table> </td> </tr> <tr> <td class="book_details_tags" valign="top" align="left"> <p class="body"><strong style="font-weight: 400">Do you think you have already read everything there is out there on financial risk management? Through the 1990's, so many books were published that all explored the same recurring themes. Fortunately, that started to change in 2003. I consider the two significant books of that year</strong> ... <a href="../titles/van_deventer_imai_mesler_(2004).htm">Read more</a></td> </tr> </table> </td> </tr> </table> </div> </div> </td> <td bgcolor="#FFFFFF">  </td> </tr> </table> </div> <div align="center"> <center> <table border="0" cellpadding="10" cellspacing="0" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table13"> <tr> <td width="50%" bgcolor="#FFFFCC" align="left" valign="top"> <script type="text/javascript"></script> <script type="text/javascript" src="http://pagead2.googlesyndication.com/pagead/show_ads.js"> </script> </td><td width="50%" bgcolor="#CCCCFF" align="left" valign="top"> <p class="body" style="margin:4 7; "><b> <font color="#333366" size="3">For related books, also see sections:</font></b></p> <p class="bullet" style="margin:7px 7; "> <img border="0" src="../images/bullet.gif" width="20" height="10"><a target="_top" href="../link_topic/risk_management_general.htm">Risk Management - General</a></p> <p class="bullet" style="margin:7px 7; "> <img border="0" src="../images/bullet.gif" width="20" height="10"><a target="_top" href="../link_topic/risk_management_market_risk.htm">Risk Management - Market Risk</a></p> <p class="bullet" style="margin:7px 7; "> <img border="0" src="../images/bullet.gif" width="20" height="10"><a target="_top" href="../link_topic/risk_management_credit_institutional.htm">Risk Management - Credit Risk</a></p> <p class="bullet" style="margin:7px 7; "> <img border="0" src="../images/bullet.gif" width="20" height="10"><a target="_top" href="../link_topic/risk_management_liquidity_risk.htm">Risk Management - Liquidity Risk</a></p> <p class="bullet" style="margin:7px 7; "> <img border="0" src="../images/bullet.gif" width="20" height="10"><a target="_top" href="../link_topic/risk_management_corporate.htm">Risk Management - Corporate</a></p> <p class="bullet" style="margin:7px 7; "> <img border="0" src="../images/bullet.gif" width="20" height="10"><a target="_top" href="../link_topic/risk_management_capital_allocation.htm">Risk Management - Capital Allocation</a></p> <p class="bullet_line_space" style="margin:7px 7; 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