Sustainable Financial Structured Products

Managing Risk Appetites across Modelling, Structuring, and Hedging

AvAymeric Kalife

Inbunden, Engelska, 2026

Del i serien Chapman and Hall/CRC Financial Mathematics Series

1 459 kr

Kommande

Beskrivning

Sustainable Financial Structured Products: Managing Risk Appetite across Modelling, Structuring, and Hedging gives an overview of all relevant aspects of Financial Structured Products (i.e. long-term savings products) from the risk perspective of both issuers (banks, insurers) and customers. It contains technical details associated with both practice and theory, specifically related to modelling, product design, investments, and risk management challenges and solutions, tailored to both savings institutions and customer perspectives.Offers detailed theoretical background alongside concrete, cutting-edge "quick wins" across strategic and operational business axesPractical tools for professionals in the banking industry, as well as great teaching/learning resources for studentsHighlights operational challenges across modelling, product designs and hedging.This book is aimed at practicing risk managers and associated professionals but can also be a useful teaching resource for courses in risk management, financial structured products, and other related topics.

Produktinformation

Utgivningsdatum:2026-06-30
Mått:210 x 280 x undefined mm
Vikt:453 g
Format:Inbunden
Språk:Engelska
Serie:Chapman and Hall/CRC Financial Mathematics Series
Antal sidor:978
Förlag:Taylor & Francis Ltd
ISBN:9781032658872

Utforska kategorier

Mikroekonomi inom Ekonomi och Ledarskap
Finansiering inom Ekonomi och Ledarskap
Matematisk statistik inom Naturvetenskap och teknik

Mer om författaren

Aymeric Kalife has been CEO of iDigital Partners since 2019, specializing in insurance and investment advisory with a focus on digital technologies. He is also Adjunct Professor of Finance at Paris Dauphine–PSL University, and member of the Scientific Board at QuantMinds International.Previously, he was Global Head of Savings (Risk Management and Strategy) and Deputy Group Life Chief Actuary at AXA (2009–2018), where he co-designed and supervised the hedging of Fixed, Variable, and Structured Annuities, representing over $150 billion in assets under management using ~$700 billion Derivatives notionals. He significantly contributed to reshaping the Life Insurance Structured Products business across 20 entities through capital-light innovations and designs tailored to policyholders’ needs.Aymeric began his career in investment banking, building deep expertise in structured products and derivatives. At Deutsche Bank, he served as Vice President, Volatility Strategist, covering vanilla and exotic options, and financial structured products trading, market impact, and liquidity risk. At Merrill Lynch, as Associate he structured hybrid derivatives, creating cross-asset Structured Products for institutional clients and corporates. He also worked as a Quant Analyst at ABN AMRO in interest rate derivatives and at EDF Trading in commodities.His research focuses on structured products, life insurance design, policyholder behavior, ESG allocation, and market liquidity, with publications and awards from the Society of Actuaries and AM Best. He holds multiple master’s degrees (probability at Pierre & Marie Curie University and Ecole Polytechnique, Statistics at ENSAE, Law and economics at Science Po, Finance at Sorbonne), an MBA from HEC Paris, and a PhD in Mathematical Finance from Paris Dauphine University and ESSEC under the supervision of Professor Hélyette Geman.

Innehållsförteckning

Chapter 1 The Transformation of the Risk Appetite for Sustainable Financial Structured Products Chapter 2 Products Risk Appetites for Sustainable Financial Structured Products Chapter 3 Measuring Risk Appetite for Sustainable Financial Structured Products Chapter 4 Pricing and Designing Products Aligned with Risk Appetite for Sustainable Financial Structured Products Chapter 5 Hedging Risks Aligned with Risk Appetite for Sustainable Financial Products Bibliography