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policy. Each chapter begins with a theory in financial economics, followed by econometric methodologies which have been used … to explore the theory. Next, the chapter presents empirical evidence and discusses seminal papers on the topic. Boxes …
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"Asset-Liability and Liquidity Management is a quantitative finance book, focused in the areas of Asset-Liability Management (ALM), Liquidity Risk and Funds Transfer Pricing (FTP), for bank, investment bank, hedge funds and investment professionals. It explains basic concepts and covers...
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Structure of Interest Rate -- Term Structure of Interest Rate -- Expectation Theory -- Market Segmentation Theory -- Liquidity … Premium Theory -- Inflation and Interest Rate -- Negative Interest Rate -- Interest Rate Shock -- Parallel Shock -- Non …
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