A comprehensive framework dealing with modern yield curve risk and portfolio management
is provided. Key rate durations (KRD) are used to generate RiskMetrics cash flow mappings…

… In this groundbreaking book, Leo Tilman and Charles Jacoby offer the first comprehensive
… Combining their personal experience of building and leading agile organizations, Tilman in …

… Golub and Leo M. Tilman M&A: A Practical Guide to Doing the Deal, Jeffrey C. Hooke Security
Analysis on Wall Street: A Comprehensive Guide to Today's Valuation Methods, Jeffrey C. …

In Financial Darwinism, author Leo Tilman lays the groundwork for understanding the new
financial order by introducing his evolutionary thesis and then outlines an actionable decision-…

The human mind can imagine all sorts of unusual interest rate shocks, and considerable
time and resources may be spent on investigating the sensitivity of portfolios to these interest …

Assumptions regarding long‐term expected returns have significant implications for asset/liability
management of financial institutions. This article questions the validity of common …

The study focuses on the conceptual approach to the systematic decision support in polynomial
modeling of complex systems and deals with an unusual overlapping of mathematical …

Value‐at‐Risk (VaR) has become a mainstream risk management technique employed by a
large proportion of financial institutions. There exists a substantial amount of research …

In finance, a desire for leadership, ideas, and action has emerged in response to the
unsatisfactory “new normal.” Increasingly, leadership teams are determined to spend productive …

This second installment of commentary regarding recent financial crises discusses market
dislocations over the past year (the first installment focused on market conditions surrounding …