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- 2011-7-2
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- 2016-4-19
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Duration Mismatch for Institutional Investor
It seems banks need to manage the leverage-adjusted duration mismatch for overall interest rate management.
How does insurance company differ from banks in terms of managing duration mismtach (between Asset and Liability)?
Furthermore,
Does pension plan need to always match duration of A and L? |
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发表于 2011-7-11 19:36
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