Results 261 to 270 of about 200,020 (308)

Asset and Liability Management

1979
The 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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Liability of Asset Managers

2012
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Busch, D., DeMott, D.A.
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Asset-Liability Management

2020
Hennie Van Greuning, Sofija-Sonja Brajovic Bratanovic   +1 more
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Asset-Liability Management Techniken

1995
Asset-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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Bank asset and liability management

1978
The inherent uncertainty of a bank's cash flows, cost of funds and return on investment, along with the increased variability of economic conditions during the past decade, have emphasized the need for greater efficiency in the management of a bank's assets and liabilities.
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Robust asset-liability management under CRRA utility criterion with regime switching: a continuous-time model

Stochastic Models, 2022
Xiao-Wei Chen, Fuzhe Huang
exaly  

Dynamic asset-liability management problem in a continuous-time model with delay

International Journal of Control, 2022
A Chunxiang, Yang Shen, Yan Zeng
exaly  

Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option

Scandinavian Actuarial Journal, 2020
Zhongyang Sun, Xin Zhang, Kam Chuen Yuen
exaly  

Mean-variance asset-liability management with inside information

Communications in Statistics - Theory and Methods, 2022
Xingchun Peng
exaly