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  • Replicating Portfolio Implementation
    portfolios, a basket of financial instruments designed to replicate, as closely as possible, the value and market ... market sensitivity of a target portfolio of liabilities in different economic scenarios. Modeling efficiency; ...

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    • Authors: ANDREW NG
    • Date: Sep 2009
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Risk Management
    • Topics: Enterprise Risk Management; Modeling & Statistical Methods>Simulation