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- Bergendahl, Göran, 1940
(författare)
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Allfinanz, Bancassurance, and the future of banking
- 1993
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Ingår i: Signale aus der Wissenschaftlichen Hochschule fur Unternehmensfuhrung WHU -Otto-Beisheim-Hochschule-. ; No 3, s. 43-49
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Tidskriftsartikel (refereegranskat)
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| 4. |
- Bergendahl, Göran, 1940
(författare)
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Bank Management and the Financial Service Industry
- 1993
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Ingår i: Recent Research in Financial Modelling Authors: Evert Jan Stokking, Giovanni Zambruno. - Heidelberg : Physica-Verlag. - 3790806838 ; , s. 4-16
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Bokkapitel (övrigt vetenskapligt/konstnärligt)
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| 5. |
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| 6. |
- Bergendahl, Göran, 1940, et al.
(författare)
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Duration Analysis – An Exposé
- 2009
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Ingår i: Wolpertinger Conference 2009, European Association of University Teachers of Banking and Finance, Sept 2-5, Rome, Italy.
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Konferensbidrag (övrigt vetenskapligt/konstnärligt)abstract
- Asset and Liability Management (ALM) is usually viewed as the principles and the practice to control movements in the market interest rates. Up to present time these techniques have been used mainly to protect the balance sheet. Today, a focus is also set on how economic value is created in banks and other financial institutions. In this context Duration Analysis is a method for risk management with a focus on strategies for immunization. The purpose of this paper is to give an exposé over the use of the concept duration not only in banking and finance but in some other sectors as well. In 1938 Macaulay introduced duration as a method to estimate how a change in interest rate had influence on the value of a bond. Later on duration has been introduced as a method to determine the effect a change in interest rates has on a life insurance firm. Nowadays one may find a wider use of duration analysis in other sectors such as the management of energy production, the management of customer loyalty, and the management of survival issues. This paper will give an exposé over different methods of duration analysis. It will also demonstrate how methods of this kind may be applied to risk management in different sectors with a certain emphasis on banking, insurance and energy.
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| 7. |
- Bergendahl, Göran, 1940, et al.
(författare)
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Duration Analysis: An Overview
- 2010
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Ingår i: New issues in Financial and Credit Markets. - Hampshire England : Palgrave Macmillan. - 9780230275447 ; , s. 171-183
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Bokkapitel (övrigt vetenskapligt/konstnärligt)
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