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Introduction of Cashflow Matching Strategic Asset Allocation Framework
Introduction of Cashflow Matching Strategic Asset Allocation Framework The article introduces a cashflow matching strategic asset allocation (SAA) framework for life insurers. Given the recent ...- Authors: Gautam Devarashetty, Seong Weon Park, Joy Chen, Mandy Jiao
- Date: Apr 2024
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management>Portfolio management - ERM; Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Strategic risks; Finance & Investments>Asset allocation; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
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Stratégies de gestion de l’actif et du passif : gestion du risque de convexité en contexte de hausse des taux d’intérêt
Stratégies de gestion de l’actif et du passif : gestion du risque de convexité en contexte de hausse des taux d’intérêt In this article, we summarize inflationary factors that ...- Authors: Robert E Winawer, Seong Weon Park
- Date: Sep 2021
- Competency: External Forces & Industry Knowledge; Strategic Insight and Integration
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Asset liability management
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Asset and Liability Management Strategies: Managing Convexity Risk as Interest Rates Rise
Asset and Liability Management Strategies: Managing Convexity Risk as Interest Rates Rise In this article, we summarize inflationary factors that may result in a sharp increase in interest rates ...- Authors: Robert E Winawer, Seong Weon Park
- Date: Sep 2021
- Competency: External Forces & Industry Knowledge; Strategic Insight and Integration
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Asset liability management