Asset-Liability and Liquidity Management

Asset-Liability and Liquidity Management distils the author's extensive experience in the financial industry, and ALM in particular, into concise and comprehensive lessons. Each of the topics are covered with a focus on real-world applications, based on the author's own experience in the industry.
The author is the Vice President of Treasury Modeling and Analytics at American Express. He is also an adjunct Professor at New York University, teaching a variety of analytical courses.
Learn from the best as Dr. Farahvash takes you through basic and advanced topics, including:

• The fundamentals of analytical finance
• Detailed explanations of financial valuation models for a variety of products
• The principle of economic value of equity and value-at-risk
• The principle of net interest income and earnings-at-risk
• Liquidity risk
• Funds transfer pricing

A detailed Appendix at the end of the book helps novice users with basic probability and statistics concepts used in financial analytics.


Dr. Pooya Farahvash has more than 12 years of experience in finance industry, especially in the areas of asset-liability management, liquidity risk and treasury modeling. He is currently serving as Vice President of Treasury Modeling and Analytics in American Express company. Dr. Farahvash has a lengthy academic experience as well. He is currently serving as an Adjunct Professor in New York University, teaching a variety of analytical courses.