asset-liability matching

См. также в других словарях:

• Asset liability management — In banking, asset liability management is the practice of managing risks that arise due to mismatches between the assets and liabilities (debts and assets) of the bank.Banks face several risks such as the liquidity risk, interest rate risk,… …   Wikipedia

• Liability Matching — An increasingly popular investment strategy that attempts to time future assets sales and income streams to match against expected future expenses. The strategy has become widely embraced among pension fund managers, who attempt to minimize a… …   Investment dictionary

• Matching principle — Accountancy Key concepts Accountant · Accounting period · Bookkeeping · Cash and accrual basis · Cash flow management · Chart of accounts  …   Wikipedia

• Asset — This article is about the business definition. For other uses, see Asset (disambiguation). Accountancy Key concepts Accountant · Accounting period · Bookkeeping · Cash and accrual basis · …   Wikipedia

• matching fund — match fund or matching An entity is said to match fund a loan or investment when it acquires a liability in equal amount for the same maturity. However it is not perfectly match funded unless all of the interest and principal cash flows and any… …   Financial and business terms

• duration matching strategy — An immunization technique that matches asset duration with the duration of the liabilities ( liability). Bloomberg Financial Dictionary …   Financial and business terms

• National Bank of Canada — This article is about a commercial bank. For Canada s central bank, see Bank of Canada. National Bank of Canada Banque Nationale du Canada Type Public company Traded …   Wikipedia

• Dollar Bond Index-Linked Securities - Dollar BILS — A zero coupon floating rate debt instrument with an interest rate that is determined by the return performance of a specified index over a given time period. The interest rate for dollar BILS is determined at maturity, once the change in the… …   Investment dictionary

• Deterministic models — Liability matching models that assume that the liability payments and the asset cash flows are known with certainty. Related: Compare stochastic models …   Financial and business terms

• Stochastic models — Liability matching models that assume that the liability payments and the asset cash flows are uncertain. Related: Deterministic models. The New York Times Financial Glossary …   Financial and business terms

• deterministic models — liability matching models that assume that the liability payments and the asset cash flows are known with certainty. Related: stochastic models. Bloomberg Financial Dictionary …   Financial and business terms