Asset Liability Management
117 white papers and resources
Risk Library provides a wide range of Asset Liability Management white papers and analyst reports by leading experts. Asset liability management is a method by which banks, other financial services companies and corporations will co-ordinate the management of assets and liabilities to mitigate the risk of mismatches.
Weekly Market Outlook: FX market exposed to event risk.
This white paper provides analysis for major and emerging market currencies. Exploring the future trends of the financial industry.
Asset management in the Solvency II transition
This white paper explores how the implementation of Solvency II regulation will require further refinements in the way insurers approach asset management.
Best Practices of Business- Specific Stress Testing: Advice From the Front Lines of Bank Risk Management
This white paper, which is the second in a two part series, explores best practices gathered from banks that are successfully using bank-specific stress tests to run their business smarter, safer and more profitably.
Managing a Matching Adjustment portfolio
This white paper focuses on the cash flow matching approach to portfolio management; how interest rate derivatives can be used within that process; and where the investment manager can add value for its insurance clients.
Reality Bites: Exclusive keynote speaker and panelist video content from the Insurance Risk Europe conference
As we look to 2020 and beyond, hear from Paul Stanworth who discusses what our assets will be - and against what liabilities? The video explores the reality of keeping to the prudent principle of risk management in the rapidly evolving world, as well as how to evaluate risk in a competitive…
Exclusive keynote speaker and panellist video content from the RiskHedge New York Conference
Hear from Jon Dorfman of Napier Park Global Capital giving the keynote address at the RiskHedge New York conference on July 8th. Jon Dorfman will examine the role of hedge funds in a world in which banks are scaling back their businesses.
How to Model the Impact of an Interest Rate Rise
This white paper explores the potential outcomes of a central bank’s interest rate policy action on a broad-based portfolio consisting of various assets.
Enterprise Stress Testing Systems 2015: SAS Vendor Highlights
This report provides an independent evaluation and description of leading practices from SAS as well as its competitive position in the market. The report also includes a brief look at key business and regulatory challenges and focuses on the technology landscape for enterprise stress testing.
Smoothing the flow in illiquid assets
This paper gives an insight into illiquid assets from 9 industry experts. Answering questions such as ‘What kind of tools and techniques do you use to measure liquidity?’ and ‘How do you approach the issue of credit risk?’
Extract long term benefit from Pillar III Reporting Data
This white paper addresses why insurers should view the data collated for Pillar III reporting as an essential information source for all strategic risk and capital decision-making within their organizations.