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:gboender@ortec.nl,

Cees Dert

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

E-mail address:Cees.Dert@nl.abnamro.com,

Fred Heemskerk

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

E-mail address:fheemskerk@ortec.nl, Henk Hoek

E-mail address:hhoek@ortec.nl,

Abstract

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

Get Handbook of Asset and Liability Management now with O’Reilly online learning.

O’Reilly members experience live online training, plus books, videos, and digital content from 200+ publishers.