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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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Individual asset liability management
Quantitative Finance, 2008A recent discussion of the future of life-cycle saving and investment posed the question: “Can computer-based personal financial planning models that conform to the principles of economics be both ...
E. A. Medova +3 more
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Dynamic stochastic programmingfor asset-liability management
Annals of Operations Research, 1998zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Consigli, G., Dempster, M. A. H.
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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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Mean–variance asset–liability management with asset correlation risk and insurance liabilities
Insurance: Mathematics and Economics, 2014zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Mei Choi Chiu, Hoi Ying Wong
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Asset and Liability Management
1979The purpose of this chapter is to analyse the approach taken by international banking leadership to the management of the portion of their bank’s balance sheet for which they have responsibility. Separate volumes in this series deal in detail with loan portfolio management (International Lending by Commercial Banks, by T. H.
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Asset and Liability Management [PDF]
In this chapter, we consider the situation of an investor who manages a portfolio of assets partly funded by an external liability. This is the typical case for banks, insurance companies and hedge funds. Asset and liabilitymanagement (ALM) problems have generated a substantial literature and a diversity of approach such as stochastic control (see ...
Mark H. A. Davis, Sébastien Lleo
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Understanding Nanocellulose–Water Interactions: Turning a Detriment into an Asset
Chemical Reviews, 2023Laleh Solhi, Katja Heise, Iina Solala
exaly