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A Risk Management Tool for Long Liabilities: The Static Control Model
Liabilities: The Static Control Model This paper looks at the problem of valuing and managing the ALM risks ... Two options were explored and the paper concludes by arguing that the Static Control Model leads to more ...- Authors: Application Administrator
- Date: Apr 2009
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Asset liability management