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This paper introduces the Asset and Liability Management (ALM) compound option model. The model...

This paper discusses key findings of the Detailed Assessment of Observance of the National...

This paper discusses the Financial System Stability Assessment for South Africa, and reviews the...

For the latest thinking about the international financial system, monetary policy, economic...

This paper presents Detailed Assessment of the United States's observance of Basel Core...

Effective risk management at central banks is best enabled by a sound framework embedded...