Asset-Liability and Liquidity Management

<p><i>Asset-Liability and Liquidity Management</i> distils the author’s extensive experience in the financial industry, and ALM in particular, into concise and comprehensive lessons. Each of the topics are covered with a focus on real-world applications, based on the author’s own experience in the industry.</p> <p>The author is the Vice President of Treasury Modeling and Analytics at American Express. He is also an adjunct Professor at New York University, teaching a variety of analytical courses.</p> <p>Learn from the best as Dr. Farahvash takes you through basic and advanced topics, including:</p> <ul> <li>The fundamentals of analytical finance</li> <li>Detailed explanations of financial valuation models for a variety of products</li> <li>The principle of economic value of equity and value-at-risk</li> <li>The principle of net interest income and earnings-at-risk</li> <li>Liquidity risk</li> <li>Funds transfer pricing</li> </ul> <p>A detailed Appendix at the end of the book helps novice users with basic probability and statistics concepts used in financial analytics.</p>