Generating interest rate scenarios for bank asset liability management (Q928295)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generating interest rate scenarios for bank asset liability management |
scientific article |
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Generating interest rate scenarios for bank asset liability management (English)
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11 June 2008
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asset liability management
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interest rate
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goal programming
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simulation
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duration-gap
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