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2019
Life insurers and pension funds have obligations to policy holders and beneficiaries and hold fixed income assets to meet those obligations. Asset-liability management matches the duration of assets to duration of liabilities to minimise risks from interest rate changes.
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Life insurers and pension funds have obligations to policy holders and beneficiaries and hold fixed income assets to meet those obligations. Asset-liability management matches the duration of assets to duration of liabilities to minimise risks from interest rate changes.
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Asset-Liability Management: An Overview
2010Relevant literature on asset-liability management (ALM) is reviewed and different ALM approaches are discussed that may be of interest to the Bank of Canada for the purpose of modelling the Exchange Fund Account (EFA). The author describes the general idea behind ALM, its pros and cons, risk measures and strategies, as well as some applications ...
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Asset-Liability Management Techniken
1995Asset-Liability Management setzt eine Analyse der Ist-Situation und einer Prognose fur die zukunftige Entwicklung der Risiken voraus. Dem Asset-Liability Manager steht bei der Erfullung dieser Aufgaben mittlerweile eine Vielzahl von Techniken zur Verfugung. Um eine Ubersicht zu gewinnen, bietet sich eine Systematisierung der Techniken an.
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Asset/Liability Management in Perspective
ICFA Continuing Education Series, 1986This presentation comes from the Asset/Liability Management conference held in Rosemont, Illinois, on September 13, 1985.
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Manage Assets, Liabilities, and Equity
2012Managing the balance sheet can be more difficult than it needs to be. The following is a list of some of the reasons: 1. Sales wants to disregard concerns about creditworthiness and past due receivables. 2. Manufacturing wants to postpone writing off obsolete inventory to conceal mistakes.
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Risikomodellierung – Asset Liability Management (ALM)
2012Einigen Banken, wie der Dexia oder der Depfa (und damit spater der HRE), wurden wahrend der Wirtschafts- und Finanzkrise ihre Modelle der Refinanzierung zum Verhangnis. Nicht fristengerechte Refinanzierung war bei diesen Banken Teil des Geschaftsmodells.
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Asset Liability Management in Finanzdienstleistungsunternehmen
2005In den vergangenen Jahren lässt sich im Finanzdienstleistungssektor ein dynamischer Wandel der Rahmenbedingungen beobachten. Zunächst bewirkt die Deregulierung der Finanzdienstleistungsmärkte eine Erhöhung des Wettbewerbsdrucks und damit eine verstärkt auf Profitabilität ausgerichtete Unternehmenspolitik.
Eling, Martin, Parnitzke, Thomas
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Asset Liability Management for Banks [PDF]
, 2008 The model, by using a contingent claim approach, determines the fair value of the banks liabilities accounting for the protection and the surrender possibility. Furthermore, it determines the implied duration of banks liabilities so to show that the surrender possibility will reduce the effective duration of banks liabilities.
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Asset Liability Management bei Banken
2003Die zentrale Funktion von Banken in der Volkswirtschaft besteht in der Intermediation. Eine Bank bietet ihren Kunden eine breite Palette von Finanzdienstleistungen, von der klassischen Kreditversorgung (Assets) und Kapitalanlage (Liabilities) bis hin zu komplexen Derivaten.
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