1
-
2
of
2
results (0.48 seconds)
Sort By:
-
Duration Matching as a Risk Management Strategy—Rating: Poor
Duration Matching as a Risk Management Strategy—Rating: Poor Duration matching is a risk management strategy ... used in the insurance industry, where the duration (price sensitivity to a yield curve movement) of an asset ...- Authors: Edward Freeman
- Date: Jun 2023
- Competency: Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Enterprise Risk Management>Risk measurement - ERM
-
L’appariement des durations comme stratégie de gestion du risque donne de piètres résultats
matching is a risk management strategy, commonly used in the insurance industry, where the duration (price ... curve movement) of an asset portfolio is adjusted to be made equal to the duration of the liability. However ...
- Authors: Edward Freeman
- Date: Jun 2023
- Competency: Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Enterprise Risk Management>Risk measurement - ERM