THE ROLE OF VALUE AT RISK IN THE MANAGEMENT OF ASSET AND LIABILITIES
ALM is the management of risk at enterprise level, the models used in ALM can be static or dynamic: single period-static models, multiple period static model, single period stochastic model, multi period stochastic model. While single period-static don't incorporate the dynamic of the economica...
| Main Authors: | , , |
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| Format: | Article |
| Language: | deu |
| Published: |
University of Oradea
2012-12-01
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| Series: | Annals of the University of Oradea: Economic Science |
| Subjects: | |
| Online Access: | http://anale.steconomiceuoradea.ro/volume/2012/n2/096.pdf |