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:	DRNTU::Business::Finance::Portfolio management
Online Access:	http://hdl.handle.net/10356/10252
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Institution:	Nanyang Technological University

id	sg-ntu-dr.10356-10252
record_format	dspace
spelling	sg-ntu-dr.10356-102522023-05-19T03:30:06Z Liability funding strategy : cash matching. Han, Yiling. Lim, Chuan Jie. Neo, Zhi Wei. Zhao, Yonggan Nanyang Business School DRNTU::Business::Finance::Portfolio management 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. 2008-09-24T07:41:40Z 2008-09-24T07:41:40Z 2006 2006 Final Year Project (FYP) http://hdl.handle.net/10356/10252 Nanyang Technological University application/pdf
institution	Nanyang Technological University
building	NTU Library
continent	Asia
country	Singapore Singapore
content_provider	NTU Library
collection	DR-NTU
topic	DRNTU::Business::Finance::Portfolio management
spellingShingle	DRNTU::Business::Finance::Portfolio management Han, Yiling. Lim, Chuan Jie. Neo, Zhi Wei. Liability funding strategy : cash matching.
description	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.
author2	Zhao, Yonggan
author_facet	Zhao, Yonggan Han, Yiling. Lim, Chuan Jie. Neo, Zhi Wei.
format	Final Year Project
author	Han, Yiling. Lim, Chuan Jie. Neo, Zhi Wei.
author_sort	Han, Yiling.
title	Liability funding strategy : cash matching.
title_short	Liability funding strategy : cash matching.
title_full	Liability funding strategy : cash matching.
title_fullStr	Liability funding strategy : cash matching.
title_full_unstemmed	Liability funding strategy : cash matching.
title_sort	liability funding strategy : cash matching.
publishDate	2008
url	http://hdl.handle.net/10356/10252
_version_	1770565246053777408

Liability funding strategy : cash matching.

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