A review of asset liability management models

Dilawar Ahmad Bhat

No ub69x, SocArXiv from Center for Open Science

Abstract: The study provides an overview of the evolution of ALM from the idea of asset-liability matching to sophisticated techniques like stochastic programming. This can help ALM practitioners in banks and other entities to choose a suitable ALM strategy for managing their portfolios efficiently.

Date: 2020-03-12
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Persistent link: https://EconPapers.repec.org/RePEc:osf:socarx:ub69x

DOI: 10.31219/osf.io/ub69x

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