Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 12 of 12 for “"Liability Management"”.
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Asset liability management throughout macroeconomic cycle in financial institutions
In this thesis, we are going to study asset liability management throughout the macroeconomic cycle in financial institutions. There are two important problems in financial institutions. The first is that asset and liability management has significant effects on the financial institution's value. …
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A quantitative model for the asset liability management of a Pension Fund
… time, to the specified group of recipients. The management of such funds entails therefore a constant monitoring of the risks exposure and a regular rebalancing of assets. This thesis is directly related to these topics and proposes a quantitative method (mainly based on stochastic optimal …
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Asset Liability Management (ALM) em RPS: uma análise do Instituto de Previdência dos Servidores Municipais de Cabedelo - PB (IPSEMC)
… in defined benefit plans. In this regard, risk management becomes an important tool in the process, in order to avoid the risk of mismatch between assets and liabilities and thus maintain the financial and actuarial balance. The choice of management methods in Asset Liability Management - ALM is …
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Prämienberechnung unter Berücksichtigung des Asset-Liability-Managements mittels Valuation Portfolio
… bessere Berücksichtigung des Risikos unter Asset-Liability-Management möglich macht.
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On modelling volatility and mortality for pension schemes
… and mortality models that could be used in asset liability management in pension schemes. This study provides a comprehensive study of various advance multivariate DCC GARCH models which are used for construction of optimal portfolios in modelling asset return covariances. The effectiveness of …
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Contracts, not concrete : de-risking private finance of sustainable infrastructure in emerging markets
… class, relevant to the asset-allocation and liability-management of investors, then a change of focus is required from the governments, MDBs, sponsors and climate funds who provide institutional investors with access to sustainable infrastructure assets. The focus should be on collecting …
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The State and the Transformation of British and American Commercial Banking, 1945-2008
… that banks transformed their balance sheet management practices in the 1960s, starting with the largest American banks. These banks attempted to escape controls on competition for deposits (which were designed to constrain asset growth and allocation) by borrowing in money markets at home …
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An analytic hierarchy process and Markov chain based approach for condition rating and dynamic service life prediction of retaining walls
… assets within the global transportation asset management scheme. However, failure cases to this structure class have attracted more attention to retaining wall assets. The possibility of failure also helps validate Moving Ahead for Progress in the 21st Century (MAP-21) requirements that …
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The effect of credit rating announcements on covered bond returns : evidence from covered bonds issued by the three largest banks in Iceland
The purpose of this thesis is to examine how issuer credit rating announcements affect returns of covered bonds issued by the three largest banks in Iceland. The matching portfolio model is used to determine abnormal returns, which are calculated as the difference between daily covered bond returns …
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Institutional Responses to Racial Incidents in California Public Higher Education: A Qualitative Historical Document Analysis
… (1) the deployment of a register of non-liability, (2) the operationalization of interest convergence, (3) the policing of civility over justice, (4) the substitution of bureaucracy for substantive justice, and (5) archival governance. Ultimately, this study concludes that institutional …
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Mortgages, Maturity Mismatching and the Transformation of British Banking, 1971-92
… the practice of British banking. Banks began to liability manage by bidding for funds on money markets. The traditional order of banking involved a banker seeking out deposits in order to then lend them on. This order was reversed as banks secured lending business before sourcing deposits. During …
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International portfolio diversification with special reference to emerging markets
This study evaluates the potential benefits that investors obtain from diversifying their portfolios into emerging markets when the time varying behavior of assets is considered. It also tests whether the existing asset-pricing model developed in the context of developed markets, which assumes …