Liability funding strategy : cash matching.
Lim, Chuan Jie.
Neo, Zhi Wei.
Date of Issue2006
College of Business (Nanyang Business School)
In this paper, we explore the liability funding strategy of a passive portfolio management - cash matching. Using a cash matching technique which allow for reinvesting surpluses, we constructed a bond portfolio from a security universe of plain vanilla, investment grade bonds.
Final Year Project (FYP)
Nanyang Technological University