Handbook of Asset and Liability Management

Handbook of Asset and Liability Management, Vol. 2, No. suppl (C) • 2007

ISSN: 1872-0978

doi: 10.1016/S1872-0978(06)02018-7

Chapter 18 A Scenario Approach of ALM

Guus Boender

ORTEC, P.O. Box 4074, 3006 AB, Rotterdam, The Netherlands

Free University Amsterdam, De Boelelaan 1105, 1081 HV, Amsterdam, The Netherlands

E-mail address:[e-mail],

Cees Dert

ABN AMRO Asset Management, P.O. Box 283, 1000EA, Amsterdam, The Netherlands

E-mail address:[e-mail],

Fred Heemskerk

ORTEC, P.O. Box 4074, 3006 AB, Rotterdam, The Netherlands

E-mail address:[e-mail], Henk Hoek

E-mail address:[e-mail],

Abstract

ALM is very important in the strategic decision making of liability driven organizations, especially pension ...