The dynamically projected balance sheet: implications for earnings, value and funds transfer pricing

Advanced software and hardware solutions are enabling institutions to progress from traditional asset liability management to earnings sensitivity and future market valuation across dynamically modelled balance sheets. By implementing pre‐defined management trading strategies across scenarios and through time for the portfolio, firms can not only protect themselves from risk, but also actively manage short‐term earnings against long‐term value and enhance their net worth.

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Year of publication:	2002
Authors:	Fiedler, Robert ; Brown, Karl ; Moloney, James
Published in:	Balance Sheet. - MCB UP Ltd, ISSN 1758-4086, ZDB-ID 2088633-0. - Vol. 10.2002, 2, p. 17-21
Publisher:	MCB UP Ltd
Subject:	Assets \| Liability \| Management \| Value \| Transfer pricing

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Type of publication:	Article
Type of publication (narrower categories):	technical-paper
Language:	English
Other identifiers:	10.1108/09657960210697643 [DOI]
Source:	Other ZBW resources

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