Isoguarantees as instrument of integrated asset and liability management

Rutkauskas, Aleksandras Vytautas; Stankevičienė, Jelena

Use this URL to cite this publication: https://hdl.handle.net/20.500.14911/137716

Isoguarantees as instrument of integrated asset and liability management

Details

Publication Type (CRIS)

Straipsnis recenzuojamoje užsienio konferencijos medžiagoje / Article in peer-reviewed foreign conference proceedings (P1g)

Publication Type (eLABa)

Straipsnis recenzuotame konferencijos darbų leidinyje / Article published in peer-reviewed conference proceedings (P1d)

Author(s)

Author	Affiliation
Rutkauskas, Aleksandras Vytautas	Finansų inžinerijos katedra / Department of Financial Engineering (1148)
Stankevičienė, Jelena	Finansų inžinerijos katedra / Department of Financial Engineering (1148)

Title

Isoguarantees as instrument of integrated asset and liability management

[en]

Aleksandras Vytautas Rutkauskas, Jelena Stankevičienė

Is part of

Proceeding of the 35th meeting of the EWGFM. [CD] / Euro Working Group on Financial Modelling

Published In

Year	Start Page	End Page
2004	1	27

Publisher

Almería : University of Almeria, 2004

Extent

p. 1-27

URI

URI
https://hdl.handle.net/20.500.14911/137716

Science / Art Area

Socialiniai mokslai / Social sciences (S)

Field of Science / Art

Ekonomika / Economics (S004)

Abstract (en)

This article suggests using the idea of isoguarantees or the management of complicated financial processes, emphasizing the importance of guaranty and reliability management. Financial risk investigations let us talk about commensurability of the amount of most of the financial indicators and the risk. There are some conceptions quite uncommon in financial literature, which, however, are necessary needed in order to analyze reliability of expected results using methods mentioned in the article. One of those conceptions is isoguarantee, which is a line joining effectiveness (profit, profitability, incomes etc) indicators of the same guarantee in the possibilities - risk plane. [...].