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| Blog Post: TheAlephBlog: The Education of an Investment Risk Manager, Part III Posted: 31 Mar 2013 12:14 AM PDT There’s kind of a rule of thumb in Asset-Liability management, that you match liquidity over the next 12 months, and match interest rate sensitivity overall. I would do more than that, creating my own randomized interest rate models, as well as a new way of creating structured randomness in simulation models. For a brief period of time, I had one of the best multivariate randomness... Visit MoneyScience for the Complete Article.      |
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