Asset and Liability Management
Asset-Liability Management and Liquidity Trap (Case Study: Credit Institute for Development)
... and Liability Management (ALM) is a strategic management tool for managing interest rate and liquidity risk in banks and credit ...words, Asset Liability Management (ALM) is the ...
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EFFECT OF ASSET LIABILITY MANAGEMENT ON LIQUIDITY RISK OF MICRO-FINANCE BANKS IN KENYA: A SURVEY OF BANKS IN NAIROBI COUNTY
... Bonfim & Kim, (2011) in a research on European and United States of America microfinance banks in the 2002-2009 period illustrated how banks manage liquidity risk. The study identified the determinants of liquidity ...
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Analysis of Chosen Strategies of Asset and Liability Management in Commercial Banks
... of asset and liability management in commercial banks as well as their comparative ...of asset and liability management system in functioning commercial banks are ...of ...
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Strategisches Asset-Liability Management in der Versicherungswirtschaft — Ein Ansatz zur integrierten Bilanzstrukturoptimierung
... einer Asset Allokation und bei einem Asset-Liability Management nicht wie gegebene Vermögen, beispielsweise In- vestmentfonds, behandelt ...
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Self-Financed Duration Matching Portfolios: An Exercise in Commercial Bank Asset-Liability Management
... rates. Asset-liability management concerns the optimal allocation of funds in a commercial bank asset/liability portfolio so that changes in market rates of interest do not adversely ...
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A robust asset–liability management framework for investment products with guarantees
... robust asset–liability management framework for investment products with guarantees, such as guaranteed investment contracts and equity-linked ...in asset returns and interest ...robust ...
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Asset-Liability-Management– A Comparative Study of a Public and Private Sector Bank
... the management of balance sheet structure (Asset-Liability) in such a way that the net earnings from interest are maximized within the overall risk-preference (present and future) of the ...of ...
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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 ...
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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 ...
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Optimal dynamic mean variance asset liability management under the Heston model
... Asset-liability management (ALM) is essential for financial security systems such as banks, life insurance companies, property insurance companies and pension ...the liability value are both ...
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EFFECT OF ASSET- LIABILITY MANAGEMENT ON PROFITABILITY OF PRIVATE COMMERCIAL BANKS IN ETHIOPIA
... of asset liability management on Profitability of bank in Ethiopia and he focused on asset liability management elements but this study come up with other aspect of asset ...
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CONCEPT AND TECHNIQUES OF ASSET- LIABILITY MANAGEMENT (ALM) – AN INDIAN PERSPECTIVE
... Gap Analysis is a technique of Asset – Liability management . It is used to assess interest rate risk or liquidity risk. It measures at a given point of time the gaps between Rate Sensitive ...
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Pricing of Margrabe Options for Large Investors with Application to Asset Liability Management in Life Insurance
... We study a problem related to asset-liability management in life insurance. As shown by Wüthrich, Bühlmann and Furrer in [1], an insurance company can guarantee solvency by purchasing a Margrabe ...
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The Asset Liability Management in Italian Public Entities
... and management of the ...the management of PE is necessarily based on maximum prudence and efficiency, criteria within the so-called asset liability management ...every ...
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Asset-Liability Management (ALM) Following Liquidity Management Approach Based on Goal Programming in the Commercial Bank
... ALM can be defined based on the objective it follows. On this basis, ALM seeks to harmonize financial decisions of a financial institution in such a way that structure of assets and liabilities of the institutions ...
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Self-Financed Duration Matching Portfolios: An Exercise in Commercial Bank Asset-Liability Management
... seen by bankers as important external drivers for changing bank strategies and their strategy focus. All these factors led to a profound change of bank business models while altering their incentives to take on risks. ...
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A Fractional Programming Problem for Bank Asset and Liability Managemen
... in asset and liability management under uncertainty, where the 0 - 1 variables and the continuous variables appear at any ...continuous-time asset liability management under ...
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Self-Financed Duration Matching Portfolios: An Exercise in Commercial Bank Asset-Liability Management
... Hence from experience of foreign investment field and reality of Georgia, formation of relevant environment for attraction of foreign investment is still important but it will not be right to rely only on foreign capital ...
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Self-Financed Duration Matching Portfolios: An Exercise in Commercial Bank Asset-Liability Management
... Particularly, we examined the effect of internal corporate governance mechanisms on idiosyncratic risk. We examine the effects of ownership structure, board structure, managerial incentive, and information transparency ...
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Self-Financed Duration Matching Portfolios: An Exercise in Commercial Bank Asset-Liability Management
... The volatility of Treasury yields has an important influence on financial asset pricing, the effectiveness of monetary policy, and financial market stability for a country. Based on the sample data of Treasury ...
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