Cash flow matching
Also called dedicating a portfolio, this is an alternative to multiperiod immunization in which the manager matches the maturity of each element in the liability stream, ...
cash flow matching Structuring a fixed income portfolio so each day's net cash flow is zero.
cash flow risk Risk due to uncertainty in future reported cash flows.
Related: cash flow matching.
Efficient portfolio
A portfolio that provides the greatest expected return for a given level of risk (i.e. standard
deviation), or equivalently, the lowest risk for a given expected return.
Related: cash flow matching.
Dedication strategy
Refers to multi-period 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, reducing the cost of funding liabilities.
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Dedicating a portfolio Related: Cash flow matching Dedication strategy Refers to multiperiod cash-flow matching. Deductible An amount or period which must be deducted before an insurance payout or settlement is calculated.
Dedication strategy Refers to multi-period cash flow matching. Dedicating a portfolio Related: cash flow matching. Deductive reasoning The use of general fact to provide accurate information about a specific situation.
Also called horizon matching, a variation of multiperiod immunization and cash flow matching in which a portfolio is created that is always duration matched and also cash-matched in the first few years.
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DEDICATING A PORTFOLIO - Related: Cash flow matching
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Dedicating A Portfolio definition :
Related: Cash flow matching
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Also called portfolio dedication, cash flow matching and structured portfolio strategy.
Symmetric cash 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, reducing the cost of funding liabilities.
Symbol book special Illiquid, inactively traded stock not familiar market Symmetric cash 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, ...
 See also: Break-even, Banks, Expense, Prepayment, Bills
  
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