Results 11 to 20 of about 9,018,066 (283)
Asset liability management using stochastic programming [PDF]
, 2003 This chapter sets out to explain an important financial planning model called asset liability management (ALM); in particular, it discusses why in practice, optimum planning models are used.
Mitra, G, Kyriakis, T, Pirbhai, M
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Dynamic asset (and liability) management under market and credit risk [PDF]
, 2003 We introduce a modelling paradigm which integrates credit risk and market risk in describing the random dynamical behaviour of the underlying fixed income assets.
Mitra, G, Zenios, SA, Jobst, NJ
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An asset and liability management model incorporating uncertainty [PDF]
, 2001 This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.Asset and Liability Management (ALIvI) is a well-established method, which enables companies to match future liabilities with future cash flow streams of ...
Pappas, G.S., Pappas, George S
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Employees Provident Fund (EPF) Malaysia: Generic models for asset and liability management under uncertainty [PDF]
, 2012 This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.We describe Employees Provident Funds (EPF) Malaysia. We explain about Defined Contribution and Defined Benefit Pension Funds and examine their similarities
Sheikh Hussin, Siti Aida
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Asset liability management in credit unions: Evidence from Brazil [PDF]
Revista Contabilidade & FinançasThis study aims to analyze the matching of discretionary asset and liability accounts in Brazilian credit unions and their evolution over time. Asset liability management for discretionary accounts and their evolution over time have not been addressed in
Flávia Zancan +1 more
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Application of deep reinforcement learning in asset liability management
Intelligent Systems with Applications, 2023 Asset Liability Management (ALM) is an essential risk management technique in Quantitative Finance and Actuarial Science. It aims to maximise a risk-taker's ability to fulfil future liabilities.
Takura Asael Wekwete +2 more
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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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Assets and Liabilities Management: A Determinant of Financial Performance of Pension Funds Administrators (PFAs) [PDF]
Annals of Dunarea de Jos University. Fascicle I : Economics and Applied InformaticsThe financial performance of pension fund administrators is greatly influenced by their ability to effectively manage assets and liabilities. Therefore, this study aims to investigate asset and liability management on financial performance, focusing on ...
Moses Tunde Oyerinde +2 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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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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