Asset and Liability
A Fractional Programming Problem for Bank Asset and Liability Managemen
... The problem of maximizing a capital sufficiency subject to the ratios of the bank indicators for the first time has been formulated a fractional programming problem. The problem is nonconvex hard optimization problem. ...
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Analysis of Chosen Strategies of Asset and Liability Management in Commercial Banks
... As the performed research shows, confirming the approach, that choosing of certain strategies in the bank asset and liability management in different periods makes preconditions for [r] ...
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A robust asset–liability management framework for investment products with guarantees
... the performance of an equity index. Bacinello (2003) studies the problem of pric- ing a participating policy sold in the Italian market using guaranteed investment contracts. Nietert (2003) investigates option based ...
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EFFECT OF ASSET- LIABILITY MANAGEMENT ON PROFITABILITY OF PRIVATE COMMERCIAL BANKS IN ETHIOPIA
... their asset and liability to mitigate various risks that arise due to mismatch between their assets and liabilities, Risk is inherent to any business, but it can be controlled to mitigate its effect on ...
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Strategic Asset Allocation for Life Insurers with Stochastic Liability
... This paper investigates the optimal portfolio selection for insurers with stochastic liabilities. The model considers characteristics of the insurers balance sheet and the de- pendence on control variables w of the ...
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CONCEPT AND TECHNIQUES OF ASSET- LIABILITY MANAGEMENT (ALM) – AN INDIAN PERSPECTIVE
... Asset – Liability management is considered as risk management technique designed to earn an adequate return while maintaining a comfortable surplus of assets over liabilities ...
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Swapping headline for core inflation: an asset liability management approach
... core-linked asset, we propose to overlay the traditional liability management investment portfolio with a swap to transfer the difference between the headline and the core inflation in return for a fixed ...
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Strategisches Asset-Liability Management in der Versicherungswirtschaft — Ein Ansatz zur integrierten Bilanzstrukturoptimierung
... Asset-Liability Management wird heute als integraler Bestandteil eines unternehmerischen Risikomanagementsystems angesehen. Unter Risikomanagement wird im Allgemeinen der planvolle Umgang mit Risiken ...
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The duration derby: a comparison of duration based strategies in asset liability management
... the asset value completely and again overcomes the debt liability structure by assuming that on bankruptcy a given fraction of each promised dollar is paid ...
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Asset-Liability-Management– A Comparative Study of a Public and Private Sector Bank
... The transformation of the Indian financial markets over the past few years, the growing integration of domestic markets with external markets, and the risks associated with banks operations have become complex and large, ...
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INFLUENCE OF ASSET LIABILITY MANAGEMENT ON FINANCIAL PERFORMANCE OF COMMERCIAL BANKS IN KENYA: A CASE STUDY OF DIAMOND TRUST BANK
... Asset Liability Management is critical for sound management of the finances of any organization that invest to meet its future cash flow needs and capital ...of asset liability ...of ...
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The Asset Liability Management in Italian Public Entities
... Asset Liability Management seeks, in the same way, to achieve a stabilization of the financial balance in order to reduce the overall level of risk. This is done through a temporal correspondence between ...
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The Impact of Bank's Asset and Liability Structure on their Profitability Regardless of Monetary Policy and Size: A Panel Analysis
... assets to total assets ratio and financial investments to total assets ratio has an impact on bank's profitability according to "Return on Asset"; these are significant at 0.1; 0.05 and 0.06 levels. ...
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Asset Liability Management in Insurance Company
... Where we equal the relative variation of the market value of assets and the market value of liabilities. We can note that the liabilities and the assets exhibit a convex behaviour with respect to the interest rates, but ...
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IMPACT OF WORKING CAPITAL MANAGEMENT ON FIRM’S PERFORMANCE: EVIDENCES FROM LISTED COMPANIES OF INDIA
... between asset and liability policies and they concluded that when firms follow relatively aggressive working capital policies, assets and liabilities are ...
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Erythropoietin: when liability becomes asset in neurovascular repair
... In this issue of the JCI, Chen, Smith, and colleagues demonstrate that the temporal expression of Epo is critical for determining whether physiological or pathological repair occurs foll[r] ...
5
Asset Liability Management for Banks
... The clients participate to the value of asset portfolio for the amount α . They have a Put option to protect the guaranteed value. In fact, if we put Ā t e r*(T − t) = L*/ α , where L* denotes the guaranteed value ...
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The Recent Internationalisation of Japanese Banks
... foreign asset and liability positions supports this view with a positive and significant impact of the euro on bilateral financial linkages, which is stronger and more robust for banks' foreign assets than ...
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Restraints on Foreign Investment in the Merchant Marine—An Asset or Liability to United States Interests
... Because foreign vessels carrying cargo to or from American ports would seem to be involved irl more than "innocent passage,", ' 10 applica- tion of American la[r] ...
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Being a foreigner among domestic banks: Asset or liability?
... Table 2 provides a list of all the countries in our sample. Even when using a sub- sample our database includes a wide variety of income levels. Ten countries are low income, 26 lower middle income and 15 countries are ...
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