Results 91 to 100 of about 199,912 (309)
A Model of the EFA Liabilities [PDF]
The authors describe the liabilities model of the Exchange Fund Account (EFA). The EFA is managed using an asset-liability matching framework that requires currency and duration matching of both sides of the balance sheet.
Francisco Rivadeneyra, Oumar Dissou
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Mean-Variance Asset-Liability Management with State-Dependent Risk Aversion [PDF]
, 2013 In this paper, we consider the asset-liability management under the mean-variance criterion. The financial market consists of a risk-free bond and a stock whose price process is modeled by a geometric Brownian motion.
Wang, Rongming, Wei, Jiaqin, Zhao, Qian
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ESG Assurance and Dividends: Evidence From 18 Countries in Africa
Business Strategy and the Environment, EarlyView.ABSTRACT This study examines the impact of environmental, social and governance (ESG) assurance on a firm's dividend payout policies within the unique African context. Using a staggered difference‐in‐differences (DiD) model, this study examines how voluntary third‐party assurance of ESG reports influences firms' dividend payout policies compared to ...
Samuel Karanja Kogi, June Cao
wiley +1 more source
Crown Financial Asset Management: Objectives and Practice [PDF]
This paper analyses key issues that may be relevant to setting the Crown's overall objectives and practices for financial asset and liability management.
Arthur Grimes
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Business Strategy and the Environment, EarlyView.ABSTRACT Environmentally oriented ventures pursue a dual mission: to create both environmental and financial value. This dual mission adds complexity and can influence ventures' funding prospects, as investors mostly pursue financial motivations.
David Flore +2 more
wiley +1 more source
Journal of Global Business Insights, 2018 Based on official statistics and on-site investigation, this paper firstly used Direct Market Evaluation Method (DMEM), Indirect Market Evaluation Method (IMEM) etc.
Zhang Ying, Cainan Zhang
doaj +1 more source
Performance and asset management effects of bank acquisitions [PDF]
An analysis of how bank acquisitions affect the performance and asset management of the acquired bank, its acquirer, and the newly formed banking organization, showing that after the acquisition, the acquired bank is transformed along a wide variety of ...
Ben R. Craig, João Cabral dos Santos
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Business Strategy and the Environment, EarlyView.ABSTRACT The aim of this research is to verify whether institutional quality affects the relationship between green innovation and firm efficiency within the high‐tech manufacturing sectors. To estimate jointly the parameters of a stochastic frontier and the coefficients of a model explaining technical inefficiency, we employed the one‐step estimation ...
Mariarosaria Agostino +2 more
wiley +1 more source
Binus Business Review, 2010 Performance financial evaluation became a primary indicator for management, especially a bank. This research evaluated asset and liability management of PT Bank X to describe its risk and return, by using financial ratios.
Muhammad Yusuf
doaj +1 more source
ALM practices, multiple uncertainty and monopolistic behavior: A microeconomic study of banking decisions [PDF]
We study the decisions that a monopolistic bank takes to achieve risk management and profit objectives. The bank faces liquidity and solvency risks because loans may not be repaid and because unexpected deposit withdrawals may occur.
Ruiz-Porras, Antonio
core +1 more source