Asset-liability management with ultra-low interest rates

edited by Ernest Gnan and Christian Beer ; contributions by Richard S. Grossman, Philip Molyneux, Frederic Lambert, Claude Moser, Colt Spenser Lake, Bruce McLean Forrest, Silke Waterstraat, Dylan Wilson, Elia Berdin, Helmut Gründl, John Nugée, Martin Wirth, Wolfgang Herold ; a joint publication with the Austrian Society for Bank Research and the Oesterreichische Nationalbank

On 11 March 2015, SUERF jointly organised a conference with the Oesterreichische Nationalbank and the Austrian Society for Bank Research (Bankwissenschaftliche Gesellschaft - BWG). The present SUERF Study 2015/2 includes a selection of papers based on the authors' contributions to the Vienna conference.

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Year of publication:	2015
Authors:	Grossman, Richard S. ; Molyneux, Philip ; Lambert, Frederic ; Moser, Claude ; Lake, Colt Spenser ; Forrest, Bruce McLean ; Waterstraat, Silke Klara ; Wilson, Dylan ; Berdin, Elia ; Gründl, Helmut ; Nugée, John ; Wirth, Martin ; Herold, Wolfgang
Other Persons:	Gnan, Ernest (ed.) ; Beer, Christian (ed.)
Institutions:	Conference on Asset-Liability Management with Ultra-Low Interest Rates <2015, Wien> ; SUERF - The European Money and Finance Forum (issuing body, host institution) ; Oesterreichische Nationalbank (issuing body, host institution) ; Österreichische Bankwissenschaftliche Gesellschaft (issuing body, host institution)
Publisher:	Vienna : SUERF - The European Money and Finance Forum
Subject:	Asset-liability management \| asset price booms \| asset quality reviews \| bank balance sheet structure \| bank business models \| bank profitability \| bank risk management \| bond market liquidity \| bond yields \| bubbles \| capital requirements \| central bank reserves \| defined-benefit pension schemes \| duration mismatch \| equity-bond portfolios \| expected real return \| financial market volatility \| financial stability \| funding costs \| history of financial crises \| insolvency risk \| interest rate cycles \| interest rate margin \| interest rate policy \| interest rate risk \| investment strategies \| leaning against the wind \| liquidity coverage ratios \| liquidity risk \| low yield environment \| market risk \| maturity mismatch \| negative interest rates \| pension fund portfolio management \| quantitative easing \| real estate bubbles \| risk diversification \| search for yield \| solvency \| stress tests \| supervision of risk management \| term structure of interest rates \| unconventional monetary policy \| value-at-risk models \| value investment strategies \| wealth preservation \| yield curves \| zero interest rate \| Bilanzstrukturmanagement \| Zinsstruktur \| Yield curve \| Bankgeschäft \| Banking services \| Geldpolitik \| Monetary policy \| EU-Versicherungsrecht \| European insurance law \| Versicherung \| Insurance \| Schweiz \| Switzerland \| Welt \| World

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Extent:	1 Online-Ressource (87 Seiten) Illustrationen
Series:	SUERF studies. - [Erscheinungsort nicht ermittelbar] : Larcier, ZDB-ID 2466353-0. - Vol. 2015, 2
Conferences:	Conference Asset-Liability Management with Ultra-Low Interest Rates ; (Vienna) : 2015.03.11
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Konferenzschrift ; Conference proceedings ; Sammelwerk ; Collection of articles of several authors
Language:	English
Notes:	Enthält 7 Beiträge
ISBN:	978-3-902109-77-4
Other identifiers:	hdl:10419/163515 [Handle]
Classification:	E43 - Determination of Interest Rates; Term Structure Interest Rates ; E44 - Financial Markets and the Macroeconomy ; E52 - Monetary Policy (Targets, Instruments, and Effects) ; E58 - Central Banks and Their Policies ; G11 - Portfolio Choice ; G12 - Asset Pricing ; G18 - Government Policy and Regulation ; G21 - Banks; Other Depository Institutions; Mortgages ; G22 - Insurance; Insurance Companies ; G23 - Pension Funds; Other Private Financial Institutions ; G28 - Government Policy and Regulation
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10011413495