The RisKontrol Group GmbH
|
|
|
|
Papers to Download
Rapid Implementation Paper (509 KB pdf) Kreuser, Jerome L. 2002. "The rapid implementation of asset/liability models for sovereign risk management", in Programming Languages and Systems in Computational Economics and Finance, Kluwer Academic Publishers. Colombia Case Study (245 KB pdf) This paper was presented at the second Inter-regional Debt Management Conference at UNCTAD in April 3-5, 2000, Geneva. It summarizes a simplified application for the Republic of Colombia. A Tool for Strategic Asset and Liability Management (285 KB pdf) This paper published in 1998 summarizes the work undertaken at the World Bank to build a framework for asset/liability management for sovereigns. Designing Investment Strategies for Fixed-Income Portfolios (1,363 KB pdf) This paper was published in 1980. This represents one of the first commercial applications of dynamic stochastic programming. The application was used in weekly strategy meetings in the Treasurer's Department of the World Bank in 1976/77 and reported on at the International Symposium on the occasion of Professor Abraham Charnes' sixtieth birthday in Austin, Texas in 1977.
|
|
[Home] [Feedback] [News and Events] [Products] [Services] [Papers] [Company Profile]
|
