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An optimization scenario methodology for bank asset liability management

โœ Scribed by Kyriaki Kosmidou; Constantin Zopounidis

Publisher
Springer-Verlag
Year
2002
Tongue
English
Weight
510 KB
Volume
2
Category
Article
ISSN
1109-2858

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๐Ÿ“œ SIMILAR VOLUMES

Accounting for interest rate futures in
Accounting for interest rate futures in bank asset-liability management
โœ Laurie S. Goodman; Martha J. Langer ๐Ÿ“‚ Article ๐Ÿ“… 1983 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 879 KB

any commercial banks use financial futures to hedge their dealer and M trading operations. These institutions do not, however, use financial futures extensively for asset-liability management. Unfavorable accounting rules is one of the reasons often mentioned for the limited use of futures in balanc