LIBROS DEL AUTOR: serge moulin

3 resultados para LIBROS DEL AUTOR: serge moulin

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  • Asset and Liability Management Manual under the Basel Committee’s d368 IRRBB regulation.
    Serge MOULIN
    With the publication of the Basel BCBS d368 text on interest rate risk in the banking book, asset/liability management has undergone a real revolution. The April 2016 directive ('IRRBB') has indeed translated into regulation the need to implement a dual approach between stabilizing the bank’s economic value ('EVE') and dynamically modeling its net interest margin ('NIM'). For t...
    Disponible

    102,97 €

  • One year of research on ALM
    Serge Moulin
    M. Moulin is an investment banker specialized in financial institutions His company models and analyzes banks and insurance companies’ assets and liabilities and advises his customers on their ALM, investments, liquidity and capital. M. Moulin wrote numerous research papers on finance and he lectures at the French National School for Statistics and (ENSAE) and the French Certif...
    Disponible

    17,43 €

  • modeling the financial management of a commercial bank
    Serge MOULIN
    Assets and Liabilities management of financial institution is a complex matter. Following the crisis, regulators are more demanding and banks must put in place the best practices. This book presents the fundamentals for modeling accurately a commercial bank and managing its balance sheet. ...
    Disponible

    17,69 €