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The Growth of Asset and Liability Management
1990Asset and liability management is not an easy concept to describe, still less to define. After all, is it not something inherent in banking that banks should manage their assets and liabilities and have they not always done so? Of course, the answers to these questions must lie in the affirmative, but the important point is that the ways in which banks
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Dynamic Asset/Liability Management
ICFA Continuing Education Series, 1987This presentation comes from the Asset Allocation for Institutional Portfolios conference held in San Francisco, California, on February 10-11, 1986.
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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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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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Dynamic asset-liability management problem in a continuous-time model with delay
International Journal of Control, 2022Yang Shen, A Chunxiang
exaly
Mean-variance asset-liability management with inside information
Communications in Statistics - Theory and Methods, 2022Xingchun Peng, Fenge Chen
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Optimal investment strategy for asset-liability management under the Heston model
Optimization, 2019Shengzhou Hu
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