ABN Amro
- Features
A new practical instrument for duration management
Over the last two years an enormous amount of papers, articles and views have been produced, ever since the plans for the new Dutch financial risk framework (nFTK) for pension funds were revealed. They have focussed on every imaginable aspect of the proposed new framework, from asset and liability management, ...
- Features
Practical implications of using derivatives
Practical implications of trading derivatives can make pension funds reluctant to implement a derivatives program. Outsourcing has benefits but could be in conflict with upcoming governance rules. An in-house derivative program is cost effective, transparent and not as difficult as it may seem. An attempt to demystify derivative implications. In ...
