Pension Fund Regulation and Risk Management Results from an ALM Optimisation Exercise
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 im...
| Autor principal: | |
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| Otros Autores: | , , , |
| Formato: | Capítulo de libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Paris :
OECD Publishing
2007.
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| Colección: | OECD Working Papers on Insurance and Private Pensions,
no.8. |
| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009705691706719 |
