Chaim, Ricardo, "Dynamic Stochasticity in the control of liquidity in Asset and Liability Management (ALM) for pension funds", 2007 July 29-2007 August 2

ua435

System dynamics may enhance Asset and Liability Management (ALM) capability to be risk oriented. Many integrated ALM problem for pension funds has been modeled to address, among others, liquidity control. The purpose is to provide long-term liquidity control prognoses for investment decisions as a way to forecast long-term scenarios and to develop an integrated policy for assets and liabilities.

This is the whole item.

Date created
  • 2007 July 29-2007 August 2
Type
Processing Activity License

ITEM CONTEXT

Part of

298eed5a7fe199ac661be72f3a39f134

Scope and Contents
Part of

0619e689ce89476bfd3b88323c5a9410

Scope and Contents
Part of

23d738ba88f8333bc39725f9cb5bd0b8

Scope and Contents
Collection

System Dynamic Society Records

Scope and Contents
Collecting area

单件