Pension Fund Regulation and Risk Management: Results from an ALM Optimisation Exercise
收藏Organisation for Economic Co-operation and Development2026-04-11 收录
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资源简介：
This paper provides a stylised assessment of the impact of investment-relevant pension
fund regulations and accounting rules on contribution and investment strategies within
the context of an asset-liability model (ALM) specifically designed for this purpose. The
analysis identifies a substantial impact of regulations which, in a simplified...
