Browsing articles in "Derivatives in Asset Liability Management"

Derivative financial instruments in Asset Liability Management


Warning: Illegal string offset 'morelink' in /homepages/6/d286927251/htdocs/wp-content/plugins/hide-this-part/hide-this-part.php on line 36

As a basis for measuring risk for negative cash flow deviations of the assets and liabilities from derivative financial instruments we can use the expected cash flow or an alpha-quantile.
The latter consideration leads to the concept of Cash Flow at Risk, an equivalent approach to Value at Risk approach to market risk and credit risk assessment. For the purposes of the calculation of transfer prices …

More »
Ask for a password to get further information

Auswahlmenue