Matching estimated liabilities with investments that will provide enough return to balance a portfolio. Cash flow matching is often used in pension fund management, since a stream of future liabilities has to be met with adequate cash flows in order to keep the pension funded. also called portfolio dedication, dedicating a portfolio.
Related information about cash flow matching:
- Cash Flow Matching - Financial Dictionary - The Free Dictionary
Also called dedicating a portfolio, this is an alternative to multiperiod immunization that calls for the manager to match the maturity of each element in the liability ...
- Immunization (finance) - Wikipedia, the free encyclopedia
1 Cash flow matching; 2 Volatility matching; 3 Calculating Immunization; 4 Immunization ... Conceptually, the easiest form of immunization is cash flow matching.
- Cashflow matching - Wikipedia, the free encyclopedia
[edit] External links. Algorithms for cash-flow matching by Rama Kocherlakota, E. S. Rosenbloom, Elias Shiu · Cash flow matching ...
- Cash-Flow Matching Definition & Example | InvestingAnswers
Cash-flow matching definition & example on InvestingAnswers.com -- we explain what cash-flow matching is, how it works and why it matters to you.
- Cash Flow Matching: A Risk Management Approach
the classical cash flow matching technique is not applicable. 1. INTRODUCTION ... Another approach is cash flow matching (Kocherlakota et al. 1988, 1990).
- Algorithms for Cash-Flow Matching - Society of Actuaries
asset/liability management are cash-flow matching and immunization. The cash- flow matching strategy can be enhanced by allowing cash carry-forward ...
- What is cash flow matching? definition and meaning
Definition of cash flow matching: Matching estimated liabilities with investments that will provide enough return to balance a portfolio. Cash flow matching is often ...
- Cash flow matching
An extension of cash flow matching that allows for the short-term borrowing of funds to satisfy a liability prior to the liability due date, resulting in a reduction in the ...