Matching - Revision history

imported>Doug Williamson: Add links.

2021-11-02T17:15:16Z

Add links.

← Older revision		Revision as of 17:15, 2 November 2021
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	== See also ==		== See also ==
	* [[Accruals concept]]		* [[Accruals concept]]
			* [[Accrued expense]]
			* [[Accrued income]]
	* [[Convexity]]		* [[Convexity]]
	* [[Correlation]]		* [[Correlation]]

imported>Doug Williamson: Amend item 4.

2020-10-29T13:59:30Z

Amend item 4.

← Older revision		Revision as of 13:59, 29 October 2020
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	4. ''Financial reporting''		4. ''Financial reporting - accounting concepts.''

	The Accruals concept in accounting.		The Accruals concept in accounting.

imported>Doug Williamson: Add headings.

2020-09-16T10:14:06Z

Add headings.

← Older revision		Revision as of 10:14, 16 September 2020
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	1.		1. ''Investment management.''

	Arranging that in a portfolio of assets and liabilities the cash flows generated by the assets can be expected to meet the liability payouts either because (1) the assets generate income of the right amount at the right time or (2) because the market values of the assets are linked to (positively correlated with) the market values of the liabilities.		Arranging that in a portfolio of assets and liabilities the cash flows generated by the assets can be expected to meet the liability payouts either because:
			:(1) the assets generate income of the right amount at the right time or
			:(2) because the market values of the assets are linked to (positively correlated with) the market values of the liabilities.


	2.		2. ''Interest rate risk management.''

	Equalising or approximating the modified duration of assets and liabilities in a portfolio, to manage interest rate risk.		Equalising or approximating the modified duration of assets and liabilities in a portfolio, to manage interest rate risk.


	3.		3. ''Interest rate risk management.''

	Equalising or approximating both the modified duration and the modified convexity of assets and liabilities in a portfolio.		Equalising or approximating both the modified duration and the modified convexity of assets and liabilities in a portfolio.
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	== See also ==		== See also ==
	* [[Accruals concept]]		* [[Accruals concept]]
			* [[Convexity]]
	* [[Correlation]]		* [[Correlation]]
	* [[Diversification]]		* [[Diversification]]
			* [[Duration]]
			* [[Financial reporting]]
			* [[Financial statements]]
	* [[Immunisation]]		* [[Immunisation]]
	* [[Interest rate risk]]		* [[Interest rate risk]]
			* [[Investment]]
	* [[Modified convexity]]		* [[Modified convexity]]
	* [[Modified duration]]		* [[Modified duration]]
	* [[Portfolio immunisation]]		* [[Portfolio immunisation]]
			* [[Risk management]]

	[[Category:Manage_risks]]		[[Category:Manage_risks]]

imported>Doug Williamson: Add header.

2020-09-10T11:26:55Z

Add header.

← Older revision		Revision as of 11:26, 10 September 2020
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	4.		4. ''Financial reporting''

	The Accruals concept in accounting.		The Accruals concept in accounting.

imported>Doug Williamson: Expand definition 1 to clarify, and link with Correlation page.

2014-09-04T11:38:56Z

Expand definition 1 to clarify, and link with Correlation page.

← Older revision		Revision as of 11:38, 4 September 2014
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	1.		1.

	Arranging that in a portfolio of assets and liabilities the cash flows generated by the assets can be expected to meet the liability payouts either because the assets generate income of the right amount at the right time or because the market values of the assets are linked to the market values of the liabilities.		Arranging that in a portfolio of assets and liabilities the cash flows generated by the assets can be expected to meet the liability payouts either because (1) the assets generate income of the right amount at the right time or (2) because the market values of the assets are linked to (positively correlated with) the market values of the liabilities.


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	== See also ==		== See also ==
	* [[Accruals concept]]		* [[Accruals concept]]
			* [[Correlation]]
	* [[Diversification]]		* [[Diversification]]
	* [[Immunisation]]		* [[Immunisation]]
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	* [[Portfolio immunisation]]		* [[Portfolio immunisation]]

	[[Category:~~Interest_Rate_Risk~~]]		[[Category:Manage_risks]]

imported>Doug Williamson: Link with Diversification page.

2014-09-01T22:25:46Z

Link with Diversification page.

← Older revision		Revision as of 22:25, 1 September 2014
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	== See also ==		== See also ==
	* [[Accruals concept]]		* [[Accruals concept]]
			* [[Diversification]]
	* [[Immunisation]]		* [[Immunisation]]
	* [[Interest rate risk]]		* [[Interest rate risk]]

imported>Doug Williamson: Category added 9/10/13

2013-10-09T13:48:14Z

Category added 9/10/13

← Older revision		Revision as of 13:48, 9 October 2013
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	* [[Modified duration]]		* [[Modified duration]]
	* [[Portfolio immunisation]]		* [[Portfolio immunisation]]

			[[Category:Interest_Rate_Risk]]

imported>Doug Williamson: Spacing 22/8/13

2013-08-22T09:25:27Z

Spacing 22/8/13

← Older revision		Revision as of 09:25, 22 August 2013
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	1. Arranging that in a portfolio of assets and liabilities the cash flows generated by the assets can be expected to meet the liability payouts either because the assets generate income of the right amount at the right time or because the market values of the assets are linked to the market values of the liabilities.		1.

	~~2. Equalising~~ or ~~approximating~~ the ~~modified duration~~ of assets ~~and~~ liabilities ~~in a portfolio, to manage interest rate risk~~.		Arranging that in a portfolio of assets and liabilities the cash flows generated by the assets can be expected to meet the liability payouts either because the assets generate income of the right amount at the right time or because the market values of the assets are linked to the market values of the liabilities.

	~~3. Equalising or approximating both the modified duration and the modified convexity of assets and liabilities in a portfolio.~~

	4. The Accruals concept in accounting.		2.

			Equalising or approximating the modified duration of assets and liabilities in a portfolio, to manage interest rate risk.


			3.

			Equalising or approximating both the modified duration and the modified convexity of assets and liabilities in a portfolio.


			4.

			The Accruals concept in accounting.


	== See also ==		== See also ==
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	* [[Modified duration]]		* [[Modified duration]]
	* [[Portfolio immunisation]]		* [[Portfolio immunisation]]

imported>Administrator: CSV import

2012-10-23T14:20:03Z

CSV import

New page

1. Arranging that in a portfolio of assets and liabilities the cash flows generated by the assets can be expected to meet the liability payouts either because the assets generate income of the right amount at the right time or because the market values of the assets are linked to the market values of the liabilities.

2. Equalising or approximating the modified duration of assets and liabilities in a portfolio, to manage interest rate risk.

3. Equalising or approximating both the modified duration and the modified convexity of assets and liabilities in a portfolio.

4. The Accruals concept in accounting.

== See also ==
* [[Accruals concept]]
* [[Immunisation]]
* [[Interest rate risk]]
* [[Modified convexity]]
* [[Modified duration]]
* [[Portfolio immunisation]]