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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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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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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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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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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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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Dynamical System Modeling in Asset and Liability Management [PDF]
ITM Web of ConferencesInsurance companies must ensure a balance between the profits generated from their investment and the liabilities they owe to policyholders. This is widely known as asset and liability management (ALM).
Tandy Marvin, Budhi Marcus Wono Setya
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Optimization of Asset and Liability Management of Banks with Minimum Possible Changes
Mathematics, 2023 Asset-Liability Management (ALM) of banks is defined as simultaneous planning of all bank assets and liabilities under different conditions and its purpose is to maximize profits and minimize the risks in banks by optimizing the parameters in the balance
Pejman Peykani +4 more
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A knowledge management-based intranet: asset or EBM liability?
Journal of Innovation in Health Informatics, 2005 This paper summarises the presentation given at the British Computer Society Primary Health Care Specialist Group annual conference 2004. It outlines the four years of experience gained in implementing a knowledge management-based intranet across a local
Christopher Mimnagh
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