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Measuring Interest Margins-Part 1-Asset Segmentation
We have approxi- mately 25 asset portfolios. In Table 1 there are two product liability segments, Segments ... serves to balance the assets and liabilities. TABLE 1 Sample Asset/Liability Matrix Month End 30, 1990 ...Description: This session at the SOA 1990 Hartford Spring Meeting is about asset segmentation, i.e. segmenting assets among lines of business or liabilities, and how this enhances asset/liability mangement.
Hide- Authors: James G Auger, Esther H Milnes, Elliot A Rosenthal, Gary F Neubeck
- Date: Apr 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset liability management; Financial Reporting & Accounting