Concepedia

Asset-liability Management

Asset-Liability Management is a financial risk management strategy employed by financial institutions to align the composition, duration, and risk profiles of assets and liabilities in order to maintain solvency, regulatory compliance, and operational stability under varying economic conditions.

220

Publications

9.1K

Citations

408

Authors

220

Institutions

Publications per year

2017–2026

35

Variants

AlmAsset Liability Management

Parents

Children

Publications

220

An Adverse-Selection Model of Bank Asset and Liability Management with Implications for the Transmission of Monetary Policy

Jeremy C. Stein · The RAND Journal of Economics · 1998 · 529 citations

, , +14

Liabilities— A New Approach

William F. Sharpe, Lawrence G. Tint · The Journal of Portfolio Management · 1990 · 348 citations

, , +9

Scenario generation and stochastic programming models for asset liability management

Roy Kouwenberg · European Journal of Operational Research · 2001 · 260 citations

, , +14

Insurance: Mathematics and Economics

Haixiang Yao, Yongzeng Lai, Yong Li · 2013 · 240 citations

, , +16

Relationship Banking, Fragility, and the Asset-Liability Matching Problem

Fenghua Song, Anjan V. Thakor · Review of Financial Studies · 2007 · 219 citations

, , +11

1–5 of 220

Authors

408

  1. SA
    Stavros A. Zenios

    University of Pennsylvania, United States

    7 publications · 289 citations

    7

    h-index

  2. AC
    Andrea Consiglio

    University of Palermo, Italy

    6 publications · 185 citations

    6

    h-index

  3. FC
    Flavio Cocco

    Prometeia (Italy), Italy

    5 publications · 132 citations

    5

    h-index

  4. JM
    John M. Mulvey

    Princeton University, United States

    5 publications · 344 citations

    5

    h-index

  5. MA
    M. A. H. Dempster

    University of Cambridge, United Kingdom

    4 publications · 184 citations

    4

    h-index

1–5 of 408

Institutions

220

  1. Chinese University of Hong Kong

    Hong Kong, Hong Kong

    6 h-index

    8 publications

    666 citations

  2. University of Cambridge

    Cambridge, United Kingdom

    5 h-index

    9 publications

    460 citations

  3. Princeton University

    Princeton, United States

    5 h-index

    5 publications

    344 citations

  4. Sun Yat-sen University

    Guangzhou, China

    5 h-index

    7 publications

    263 citations

  5. National Bureau of Economic Research

    Cambridge, United States

    5 h-index

    5 publications

    705 citations

  6. University of Palermo

    Palermo, Italy

    4 h-index

    4 publications

    158 citations

  7. University of Cyprus

    Nicosia, Cyprus

    4 h-index

    4 publications

    120 citations

  8. Gannan Normal University

    Ganzhou, China

    4 h-index

    6 publications

    130 citations

1–8 of 220

Venues

  1. Insurance Mathematics and Economics

    13 publications · 822 citations

    13

    h-index

  2. SSRN Electronic Journal

    Repository · 11 publications · 253 citations

    10

    h-index

  3. Journal of Banking & Finance

    7 publications · 269 citations

    7

    h-index

  4. European Journal of Operational Research

    7 publications · 575 citations

    7

    h-index

  5. Data Archiving and Networked Services (DANS)

    Repository · 6 publications · 215 citations

    6

    h-index

1–5