Results 11 to 20 of about 199,912 (309)
Future Business Journal, 2022 This study applies statistical cost accounting method to a sample of 106 sub-Saharan African microfinance institutions (MFIs) during 2014–2018 to investigate the relationship between asset-liability management and financial performance.
Mulualem Getahun Abebe
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Open Mathematics, 2022 The asset-liability management problem with cash flow under an uncertain exit time has been investigated in this article, which is based on the fundamental framework of the mean-variance model in the multi-period version.
Liu Wei, Sun Youfa, Chen Xu
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Modelos determinísticos de gestão de ativo/passivo: uma aplicação no Brasil
Revista Contabilidade & Finanças, 2004 Este artigo apresenta uma aplicação de modelos de otimização do tipo Gestão Ativo/Passivo (Asset/ Liability Management ou ALM) no Brasil. Esses modelos, ao contrário dos modelos tradicionais de maximização de ganhos sujeitos a limitações de risco, buscam
Nicolas Saad, Celma O Ribeiro
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THE EFFECT OF ASSET-LIABILITY MANAGEMENT ON SHARIA BANK PERFORMANCE
I-Finance, 2023 The purpose of this study was to determine the health level of Bank Muamalat Indonesia (BMI) and Bank Syariah Indonesia (BSI) and to determine the difference in the health level of Bank Muamalat and Bank Syariah Indonesia.
Nauroh Nazifah, Budi Sukardi
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Asset allocation efficiency from dynamic and static strategies in underfunded pension funds [PDF]
Seonmul yeongu, 2022 This study attempts to conduct a comparative analysis between dynamic and static asset allocation to achieve the long-term target return on asset liability management (ALM).
Chunsuk Park, Dong-Soon Kim, Kaun Y. Lee
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Combining a Matheuristic with Simulation for Risk Management of Stochastic Assets and Liabilities
Risks, 2020 Specially in the case of scenarios under uncertainty, the efficient management of risk when matching assets and liabilities is a relevant issue for most insurance companies.
Christopher Bayliss +3 more
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Optimal dynamic mean-variance asset-liability management under the Heston model
Advances in Difference Equations, 2018 This paper studies a continuous-time mean-variance asset-liability management problem under the Heston model. Specifically, an asset-liability manager is allowed to invest in a risk-free asset and a risky asset whose price process is governed by the ...
Jian Pan, Zujin Zhang, Xiangying Zhou
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The Civil Liability of Asset Managers – a Polish Perspective
Przegląd Prawniczy Uniwersytetu im. Adama Mickiewicza, 2019 This paper focuses on the civil liability of asset managers in Polish law. Following the transformation of the economic system and the development of the capital market in Poland, the importance of asset management has been gradually increasing, though ...
Tomasz Sójka
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Robust Asset-Liability Management
, 2023 How should financial institutions hedge their balance sheets against interest rate risk when managing long-term assets and liabilities? We address this question by proposing a bond portfolio solution based on ambiguity-averse preferences, which generalizes classical immunization and accommodates arbitrary liability structures, portfolio constraints ...
de Vries, Tjeerd, Toda, Alexis Akira
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The Iinfluence of Working Capital Management on Liquidity of the 50:50 co-paymement Scheme Participating Merchants in Muang District, Phayao Province [PDF]
Journal of Humanities and Social Sciences Mahasarakham University, 2022 The objective of the research is to study the influence of working capital management on the liquidity of the 50:50 co-payment scheme of participating merchants in Muang District, Phayao Province. The sample group included 385 samples. Data was collected
Sittichai Leewiwatwong +4 more
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