Pension Fund Regulation and Risk Management: Results from an ALM Optimisation Exercise
收藏数据链接：
官方服务：
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...
