標題: Titlebook: Asset and Liability Management Handbook; Gautam Mitra (Chairman and Managing Director of Op Book 2011 Palgrave Macmillan, a division of Ma [打印本頁] 作者: ACRO 時間: 2025-3-21 16:46
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書目名稱Asset and Liability Management Handbook被引頻次學(xué)科排名
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作者: 斗志 時間: 2025-3-21 20:51 作者: Pelvic-Floor 時間: 2025-3-22 01:36 作者: Eclampsia 時間: 2025-3-22 07:10
Reinhard Gotzhein,Jan Brederekeverage return and the variability relative to this average. In carrying out this optimization, further choices have to be made: What time horizon is relevant for the investor? What instruments are available in the investment universe? Is the strategy static or is it able to evolve dynamically in response to events?作者: ASSAY 時間: 2025-3-22 11:36 作者: offense 時間: 2025-3-22 14:27 作者: 癡呆 時間: 2025-3-22 19:51
Employees’ Provident Funds of Singapore, Malaysia, India and Sri Lanka: a Comparative Studypeople will be over 60 years old (United Nations, 2000). As an example, in Japan, which is one of the fastest aging nations in the world, there were 9.3 people under 20 for every person over 65 in 1950; for 2025, this ratio is forecasted to be 0.59 people under 20 for every person older than 65 (United Nations, 2000).作者: palette 時間: 2025-3-22 22:54 作者: PLE 時間: 2025-3-23 03:01
s book presents state of the art quantitative decision models for three sectors: pension funds, insurance companies and banks, taking into account new regulations and the industries risks.978-1-349-32573-3978-0-230-30723-0作者: 小說 時間: 2025-3-23 06:37
Information Security and Cryptographytime-homogeneous models. Chan . (1992) demonstrate the empirical difficulties of one-factor continuous-time specifications within the Vasicek and Cox-Ingersoll-Ross (CIR) class of models using the generalized methods of moments.作者: 四指套 時間: 2025-3-23 12:30 作者: Vsd168 時間: 2025-3-23 16:48
Formal Description Techniques IXn Europe, the population aged 65 years and older, as a ratio of the working-age population, will increase from 25 per cent in 2008 to 53 per cent in 2060. Given these headwinds, companies who sponsor pension trusts will benefit from improving their investment performance.作者: Affluence 時間: 2025-3-23 18:50
Long-Term Interest Rates and Consol Bond Valuationtime-homogeneous models. Chan . (1992) demonstrate the empirical difficulties of one-factor continuous-time specifications within the Vasicek and Cox-Ingersoll-Ross (CIR) class of models using the generalized methods of moments.作者: myriad 時間: 2025-3-24 01:29
The 401(k) Retirement Income Riskoving quickly to a 401(k) plan that looks like a ‘Defined Benefit plan at the participant level.’ In effect, everything is changing except that the participant must accept the risk. This puts a burden on all parties to understand and manage the true risks involved.作者: receptors 時間: 2025-3-24 05:54
Duration-Enhancing Overlay Strategies for Defined Benefit Pension Plansn Europe, the population aged 65 years and older, as a ratio of the working-age population, will increase from 25 per cent in 2008 to 53 per cent in 2060. Given these headwinds, companies who sponsor pension trusts will benefit from improving their investment performance.作者: 濃縮 時間: 2025-3-24 10:33
https://doi.org/10.1007/978-94-009-1794-1rtant that it is applied to both functions. A trading desk still deals in assets and liabilities, and these must be managed for interest-rate risk and liquidity risk. In a properly integrated banking function, the ALM desk will have a remit covering all aspects of a bank’s operations.作者: 相信 時間: 2025-3-24 14:42 作者: chance 時間: 2025-3-24 16:53
Reinhard Gotzhein,Jan Bredereken in the news in the past few years because some firms face the prospect of bankruptcy over severely underfunded pension plans. Consequently, there is a need to develop models that account for uncertainty in future market conditions and plan accordingly.作者: reserve 時間: 2025-3-24 21:51
Bank Asset-Liability and Liquidity Risk Managementrtant that it is applied to both functions. A trading desk still deals in assets and liabilities, and these must be managed for interest-rate risk and liquidity risk. In a properly integrated banking function, the ALM desk will have a remit covering all aspects of a bank’s operations.作者: 薄荷醇 時間: 2025-3-25 02:15
Optimal Investment Strategies in Defined Contribution Pension Plans probability. We use the ana logy of designing a commercial aircraft to explain how this might be done. We also investigate the possible role of regulators in acting as surrogate ‘intelligent consumers’ on behalf of plan members.作者: 溫順 時間: 2025-3-25 07:19
A Robust Optimization Approach to Pension Fund Managementn in the news in the past few years because some firms face the prospect of bankruptcy over severely underfunded pension plans. Consequently, there is a need to develop models that account for uncertainty in future market conditions and plan accordingly.作者: 占線 時間: 2025-3-25 09:24
http://image.papertrans.cn/b/image/163454.jpg作者: 偽造者 時間: 2025-3-25 11:46 作者: 愛管閑事 時間: 2025-3-25 18:34 作者: motor-unit 時間: 2025-3-25 20:51
https://doi.org/10.1057/9780230307230Investment; management; Pension Funds; Portfolio; risk management; investments and securities作者: GRE 時間: 2025-3-26 02:03 作者: Anticoagulant 時間: 2025-3-26 06:06 作者: 祖先 時間: 2025-3-26 11:10 作者: judiciousness 時間: 2025-3-26 15:26 作者: Allege 時間: 2025-3-26 17:59 作者: phlegm 時間: 2025-3-27 00:46 作者: 玷污 時間: 2025-3-27 01:15 作者: Collision 時間: 2025-3-27 08:32 作者: MULTI 時間: 2025-3-27 11:51
E. Brinksma,A. Rensink,W. Voglerg mortality rates and increasing life expectancies, are causing an aging population, in which the proportion of elderly people to the total popu-lation is increasing (Long, 2008). In 2000, less than one in ten people were over 60 years old, but estimates indicate that by year 2050 one in every five 作者: Anticoagulant 時間: 2025-3-27 17:31
Reinhard Gotzhein,Jan Brederekeever-ity of returns falling short of these goals. Assessing the right trade-off between return and risk therefore requires the following:.With these in place, an investor will then seek to carry out a form of optimization — finding a strategy which gives as good a trade-off as possible between the a作者: 比賽用背帶 時間: 2025-3-27 21:30
Formal Description Techniques IXies for their defined contribution pension plans. This gives very little incentive to plan providers to improve the design of their pension plans. As a consequence, pension plans and their investment strategies are still currently in a very primitive stage of development. In particular, there is ver作者: pacific 時間: 2025-3-28 00:49 作者: 錯事 時間: 2025-3-28 03:30 作者: 維持 時間: 2025-3-28 08:29
A. Petrenko,N. Yevtushenko,G. v. Bochmannnan-cial decisions in pension schemes investment: matching and outperforming liabilities. LDI has become extremely popular as the decision tool of choice for pension funds. The last decade experienced a fall in the equity markets, while bond yields reached low levels. The UK Accounting standard FRS1作者: FOLD 時間: 2025-3-28 13:33 作者: 蜿蜒而流 時間: 2025-3-28 15:19 作者: 接觸 時間: 2025-3-28 20:33 作者: GRIN 時間: 2025-3-29 01:13
Pensions, Covenants and Insuranceemployer and scheme, together with the ALM overview of that assurer. In this chapter, the central thrust may be acquired by reading just the bold body text. Footnotes contain illustrations and peripheral arguments and information. The boxes contain explanations and illustrations of theoretical conce作者: Spartan 時間: 2025-3-29 05:22
Alternative Decision Models for Liability-Driven Investmenttions to fill the deficit within 10 years time. Furthermore, deficit or surplus has to be fully included on the balance sheet of the sponsoring company. In the Netherlands and the Nordic countries, LDI models have become established (see C. Dert, 1995 and Drijver, 2005); the United Kingdom, Italy an作者: Picks-Disease 時間: 2025-3-29 07:39
A Liability-Relative Drawdown Approach to Pension Asset Liability Managementn investment approach to replace the traditional asset-only approach. However, the recovery in global stock markets and the low level of interest rates from 2003 to 2006 led to complacency. Many pension funds were reluctant to fully implement a liability-driven approach in the view that interest rat作者: 眉毛 時間: 2025-3-29 14:13 作者: AVERT 時間: 2025-3-29 15:57 作者: Verify 時間: 2025-3-29 22:29
Formal Description Techniques IXemployer and scheme, together with the ALM overview of that assurer. In this chapter, the central thrust may be acquired by reading just the bold body text. Footnotes contain illustrations and peripheral arguments and information. The boxes contain explanations and illustrations of theoretical conce作者: 江湖郎中 時間: 2025-3-30 00:47
A. Petrenko,N. Yevtushenko,G. v. Bochmanntions to fill the deficit within 10 years time. Furthermore, deficit or surplus has to be fully included on the balance sheet of the sponsoring company. In the Netherlands and the Nordic countries, LDI models have become established (see C. Dert, 1995 and Drijver, 2005); the United Kingdom, Italy an作者: curriculum 時間: 2025-3-30 08:05
A. Petrenko,N. Yevtushenko,G. v. Bochmannn investment approach to replace the traditional asset-only approach. However, the recovery in global stock markets and the low level of interest rates from 2003 to 2006 led to complacency. Many pension funds were reluctant to fully implement a liability-driven approach in the view that interest rat作者: Jejune 時間: 2025-3-30 08:30
A Service Request Description Languageng personal financial risk management (life insurance) and retirement income (pension funds). The health of the fund management business depends to a large extent on understanding changing national and global economies, the movement of the business cycle, potential risks associated with the market a作者: 惰性氣體 時間: 2025-3-30 13:06 作者: 老巫婆 時間: 2025-3-30 19:20
Introductiontive is to make judicious investments that increase the value of capital, match liabilities and protect from disastrous financial events. An integrated asset and liability management model sets out to find the optimal investment strategy by consid-ering assets and liabilities simultaneously. Simply 作者: DAMP 時間: 2025-3-30 21:37 作者: FLUSH 時間: 2025-3-31 02:41
A Two-Factor HJM Interest Rate Model for Use in Asset Liability Managementministic evolution of the interest rate (in fact, only in a deterministic setting we could speak of . interest rate!), interest rate risk would not play a role in ALM. However, as the main objective of ALM is to relate payments occurring at dif-ferent times in a suitable way, especially when the tim作者: Awning 時間: 2025-3-31 06:59
Long-Term Interest Rates and Consol Bond Valuation the short rate process. As short-term and long-term rates are not perfectly correlated, the data are clearly inconsistent with the use of one-factor time-homogeneous models. Chan . (1992) demonstrate the empirical difficulties of one-factor continuous-time specifications within the Vasicek and Cox-作者: Semblance 時間: 2025-3-31 10:03 作者: 玉米棒子 時間: 2025-3-31 14:48
The 401(k) Retirement Income Risk full discretion of the employee to retirement plans with legislative requirements to target retirement income. Many practitioners are saying we are moving quickly to a 401(k) plan that looks like a ‘Defined Benefit plan at the participant level.’ In effect, everything is changing except that the pa
