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1.
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Relevant literature on asset-liability management (ALM) is reviewed and different ALM approaches are discussed that may be of interest to the Bank of Canada for the purpo[...]
2010 | Text | Staff Discussion Paper - Document d’analyse du personnel |
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2.
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Model risk is a constant danger for financial economists using interest-rate forecasts for the purposes of monetary policy analysis, portfolio allocations, or risk-manage[...]
2008 | Text | Staff Working Paper - Document de travail du personnel |
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3.
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The authors use the efficient hedging methodology for optimal pricing and hedging of equity-linked life insurance contracts whose payoff depends on the performance of sev[...]
2006 | Text | Staff Working Paper - Document de travail du personnel |
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4.
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An objective function is a key component of a strategic portfolio management model used to determine the optimal allocations of assets and, possibly, their associated lia[...]
2010 | Text | Staff Discussion Paper - Document d’analyse du personnel |
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