PC 7.4: Liability-Driven Investing and Managing Interest Rate Risk
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6 Terms
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Liability-driven investing (LDI)
Asset-driven investing (ADI)
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Fill in the chart:
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immunization
assets are dedicated and used solely to meet future definable liabilities
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Portfolio structures:
Demonstrate:
Bullet
ladder
barbell
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convexity
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Consider a single liability due in 10 years. Macaulay D = 10.
How would you use a…
cash flow match
duration match
Note 
Flashcards (219)