不太清楚啊，希望大家推荐

关注

《银行信用风险的现代度量与管理》 经济科学出版社

这儿有两篇推荐的文章，可以参考参考：


两本ALM的好书：
http://insiderisk.net/viewthread.php?tid=1251&extra=page%3D1


＜meta content="text/html; charset=utf-8" http-equiv="Content-Type"＞＜/meta＞＜meta content="Word.Document" name="ProgId"＞＜/meta＞＜meta content="Microsoft Word 12" name="Generator"＞＜/meta＞＜meta content="Microsoft Word 12" name="Originator"＞＜/meta＞＜link href="file:///C:\DOCUME~1\kyang\LOCALS~1\Temp\msohtmlclip1\01\clip_filelist.xml" rel="File-List"＞＜/link＞＜link href="file:///C:\DOCUME~1\kyang\LOCALS~1\Temp\msohtmlclip1\01\clip_themedata.thmx" rel="themeData"＞＜/link＞＜link href="file:///C:\DOCUME~1\kyang\LOCALS~1\Temp\msohtmlclip1\01\clip_colorschememapping.xml" rel="colorSchemeMapping"＞＜/link＞＜style＞ <!-- /* Font Definitions */ @font-face {font-family:SimSun; panose-1:2 1 6 0 3 1 1 1 1 1; mso-font-alt:宋体; mso-font-charset:134; mso-generic-font-family:auto; mso-font-pitch:variable; mso-font-signature:3 135135232 16 0 262145 0;} @font-face {font-family:"Cambria Math"; panose-1:2 4 5 3 5 4 6 3 2 4; mso-font-charset:0; mso-generic-font-family:roman; mso-font-pitch:variable; mso-font-signature:-1610611985 1107304683 0 0 159 0;} @font-face {font-family:Calibri; panose-1:2 15 5 2 2 2 4 3 2 4; mso-font-charset:0; mso-generic-font-family:swiss; mso-font-pitch:variable; mso-font-signature:-1610611985 1073750139 0 0 159 0;} @font-face {font-family:"\@SimSun"; panose-1:2 1 6 0 3 1 1 1 1 1; mso-font-charset:134; mso-generic-font-family:auto; mso-font-pitch:variable; mso-font-signature:3 135135232 16 0 262145 0;} /* Style Definitions */ p.MsoNormal, li.MsoNormal, div.MsoNormal {mso-style-unhide:no; mso-style-qformat:yes; mso-style-parent:""; margin-top:0in; margin-right:0in; margin-bottom:10.0pt; margin-left:0in; line-height:115%; mso-pagination:widow-orphan; ; font-family:"Calibri","sans-serif"; mso-ascii-font-family:Calibri; mso-ascii-theme-font:minor-latin; mso-fareast-font-family:SimSun; mso-fareast-theme-font:minor-fareast; mso-hansi-font-family:Calibri; mso-hansi-theme-font:minor-latin; mso-bidi-font-family:"Times New Roman"; mso-bidi-theme-font:minor-bidi;} .MsoChpDefault {mso-style-type:export-only; mso-default-props:yes; mso-ascii-font-family:Calibri; mso-ascii-theme-font:minor-latin; mso-fareast-font-family:SimSun; mso-fareast-theme-font:minor-fareast; mso-hansi-font-family:Calibri; mso-hansi-theme-font:minor-latin; mso-bidi-font-family:"Times New Roman"; mso-bidi-theme-font:minor-bidi;} .MsoPapDefault {mso-style-type:export-only; margin-bottom:10.0pt; line-height:115%;} @page Section1 {size:8.5in 11.0in; margin:1.0in 1.0in 1.0in 1.0in; mso-header-margin:.5in; mso-footer-margin:.5in; mso-paper-source:0;} div.Section1 {page:Section1;} --> ＜/style＞

介绍一本有关ALM的好书：Financial Risk Management In Banking

http://insiderisk.net/viewthread.php?tid=992&extra=page%3D1