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LIABILITY DRIVEN INVESTMENT
(1)
answer(s).
Srl
Item
1
ID:
319096
Use of derivatives to hedge embedded options : The case of pension institutions in denmark
/ Ladekarl, Jeppe etc.; Ladekarl, Regitze; Andersen, Erik Brink; Vittas, Dimitri
Andersen, Erik Brink
IBRD
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Key Words
Hedging
;
Risk Management
;
Defined benefit
;
Defined contribution
;
Swaps
;
Dynamic capital projection
;
Asset and liability management
;
Liability driven investment
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