这本书是ALM的经典，英文原版的，写的非常好。在风控和金融机构特别是银行圈内算是极有影响力的一本书。可以结合着handbook of asset and liability management一起看。大家可上google和Amazon上看看介绍。Amazon上的价格就知道这本书的分量了。

论坛里有同样名字的书存在，但是其中一个LZ未作任何介绍，另外两个从大小看不是同一本。如果有重复，请告知。

作者：Asset & Liability Management J. Dermine, Y. Bissada, E. Mercier

E. Mercier是合作者。Asset & Liability Management J. Dermine, Y. Bissada, E. Mercier

内容目录：Contents


1. Banking services and balance sheet
2. Value creation for shareholders
3. ROE breakdown
4. Profit center management
5. Profit allocation and transfer pricing for deposits and loans
6. The capital adequacy regulation
7. Loan pricing (1): the 'equity' spread
8. Loan pricing (2): credit risk and credit provisions
9. Securitization
10. Value creation: a summary
11. The control of interest rate risk (1): the repricing gaps
12. The control of interest rate risk (2): the simulation model
13. Forwards and financial futures
14. The control of interest rate risk (3): the value of equity at risk
15. The control of liquidity risk
16. Options
17. Asset and liability management: an art, not a science


好资料，希望大家买了之后能够回复，不要沉下去！