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Documents Asset Liability Management at Munich Reinsurance Company

1. Asset Liability Management at Munich Reinsurance CompanyHelsinki, 17th November 2004 Bernhard Kaufmann and Jochen Mayer 2. Asset-liability management for insurance companiesAgendaALM:…

Documents CHAPTER 13 Measurement of Interest-Rate Risk for ALM What is in this Chapter? INTRODUCTION...

Slide 1 CHAPTER 13 Measurement of Interest-Rate Risk for ALM What is in this Chapter? INTRODUCTION RATE-SHIFT SCENARIOS SIMULATION METHODS Slide 2 INTRODUCTION The purposes…

Documents Chapter 23 Risk Management. Risk Management Structure Define the risk –The potential loss in the.....

Slide 1 Chapter 23 Risk Management Slide 2 Risk Management Structure Define the risk –The potential loss in the future –Types of risk: Market risk, Credit risk, Liquidity…