Liability funding strategy : cash matching.

In this paper, we explore the liability funding strategy of a passive portfolio management - cash matching. Using a cash matching technique which allow for reinvesting surpluses, we constructed a bond portfolio from a security universe of plain vanilla, investment grade bonds.

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Bibliographic Details
Main Authors: Han, Yiling., Lim, Chuan Jie., Neo, Zhi Wei.
Other Authors: Zhao, Yonggan
Format: Final Year Project
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/10252
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Institution: Nanyang Technological University