asset liability management (ALM)
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 ...short ...
5
Asset-Liability Management and Liquidity Trap (Case Study: Credit Institute for Development)
... The Asset liability management in the recent years has become a tool of integrated analysis of assets and liabilities so to value not only the interest rate risk but the liquidity risk, solvency ...
14
A robust asset–liability management framework for investment products with guarantees
... the asset–liability management problem for investment products with guarantees where the optimal structure of the underlying fund is deter- mined and exogenous uncertainties in asset returns ...
36
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 ...
18
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 ...
10
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 ...(M–V) ALM problems have ...
16
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 ...
5
Strategisches Asset-Liability Management in der Versicherungswirtschaft — Ein Ansatz zur integrierten Bilanzstrukturoptimierung
... Asset-Liability Management gewinnt in der deutschen Versicherungswirtschaft zunehmend an ...Herkömmliche ALM-Instrumente werden diesen neuen Anforderungen selten gerecht, weil sie die ...
32
Self-Financed Duration Matching Portfolios: An Exercise in Commercial Bank Asset-Liability Management
... The student exercise can be separated into three parts. First, the introduction of the notation and problem setup (section II above) must be presented before assigning specific problems that require student calculations. ...
9
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 ...
20
Pricing of Margrabe Options for Large Investors with Application to Asset Liability Management in Life Insurance
... underlying asset depended on the value of the replicating portfolio held by the large investor, as well as his stock ...to asset-liability management in life ...
10
EFFECT OF ASSET LIABILITY MANAGEMENT ON LIQUIDITY RISK OF MICRO-FINANCE BANKS IN KENYA: A SURVEY OF BANKS IN NAIROBI COUNTY
... States, asset liability management is an expectation by Central Banks of Kenya in order to ensure complete follow up to the set risk management ...and liability to efficiently meet ...
49
Asset-Liability Management (ALM) Following Liquidity Management Approach Based on Goal Programming in the Commercial Bank
... basis, ALM seeks to harmonize financial decisions of a financial institution in such a way that structure of assets and liabilities of the institutions establishes an optimal level of risk and return within the ...
24
Swapping headline for core inflation: an asset liability management approach
... in ALM strategy in the form of a shift from targeting core rather than headline inflation for long-term hedgers while proposing an overlaying core versus headline swap to hedge the potential ...
27
Asset Liability Management for Banks
... The banks liabilities differ from other liabilities because usually they are securitized. Hence, we have to value them in absence of default risk. Furthermore, the majority of asset portfolio is composed by ...
10
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 ...
19
Self-Financed Duration Matching Portfolios: An Exercise in Commercial Bank Asset-Liability Management
... The Treasury market is an important part of a country's financial markets, which has a very important influence on financial asset pricing, the effectiveness of monetary policy, and financial market stability. In ...
7
Self-Financed Duration Matching Portfolios: An Exercise in Commercial Bank Asset-Liability Management
... or the overall performance of the bank. The term focused (FO) refers to those institutions which have developed a clear strategy with specific objectives and that is described in detail in their report to investors. They ...
12
Self-Financed Duration Matching Portfolios: An Exercise in Commercial Bank Asset-Liability Management
... Attraction of direct foreign investments are important factors determining the stable political and macroeconomic situation, the openness of the national economy, the infrastructure and communication, forecasting legal ...
5
Self-Financed Duration Matching Portfolios: An Exercise in Commercial Bank Asset-Liability Management
... Good corporate governance enhances firms’ performance (Agrawal and Knoeber, 1996; Bai et al., 2004; Cheng, 2008; Erkens et al., 2012) and shareholders’ wealth (e.g., Ammann et al., 2011; Cremers and Nair, 2005; Drobetz ...
8