"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 … net interest income and explains them in rich detail. Concepts of liquidity risk and funds transfer pricing are each …

investment portfolios, deposits, and funds Explores capital and liquidity, including current standards under Basel II and Basel … Liability Management Committee (ALCO) 2.1.1 Asset and liability management 2.1.2 Liquidity and funding risk management 2.2 ALCO … Introduction 3.1 Managing bank assets 3.1.1 The loan portfolio 3.1.2 The investment portfolio 3.1.3 Securitization 3.1.4 Liquidity …