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Dynamic immunisation; immunisation risk; rebalancing; cash flow matching; ALM; interest rate risk
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Dynamic immunisation does not imply cash flow matching: a hard application to Spain
J. Iñaki De La Peña
Asier Garayeta
Iván Iturricastillo
Dynamic immunisation
immunisation risk
rebalancing
cash flow matching
ALM
interest rate risk
Economic Research-Ekonomska Istraživanja, 2017. doi:10.1080/1331677X.2017.1305780
Routledge
Journal
Economic Research-Ekonomska Istraživanja
© 2017 The Author(s). Published by Informa UK Limited, trading as Taylor & Francis Group
1331-677X
1848-9664
30
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