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Documents Marking to Market, Liquidity and Financial Stability

Marking to Market, Liquidity and Financial Stability Guillaume Plantin Haresh Sapra Hyun Song Shin 12th International Conference IMES, Bank of Japan May 30-31, 2005 Themes…

Documents Asset-Liability Management 4.ppt

1. Return to Previous Example In this case: 2. Duration Gap 3. An Immunized Portfolio To immunize the value of equity from rate changes in the example, the bank would need…

Documents Fin431x (Ch 21) 1 Liability Funding Strategies 1.General Principles of Asset/Liability Management...

Slide 1 Fin431x (Ch 21) 1 Liability Funding Strategies 1.General Principles of Asset/Liability Management 2.Structuring a Portfolio to Satisfy Multiple Liabilities 3.Extensions…