Relevant bibliographies by topics / Asset liability management

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Asset liability management'

Author: Grafiati
Published: 4 June 2021
Last updated: 1 August 2024

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Journal articles on the topic "Asset liability management"

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Chiu, Mei Choi, and Hoi Ying Wong. "Mean–variance asset–liability management: Cointegrated assets and insurance liability." European Journal of Operational Research 223, no. 3 (December 2012): 785–93. http://dx.doi.org/10.1016/j.ejor.2012.07.009.

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Kritzman, Mark P. "Dynamic Asset/Liability Management." ICFA Continuing Education Series 1987, no. 1 (January 1987): 86–89. http://dx.doi.org/10.2469/cp.v1987.n1.13.

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Medova, E. A., J. K. Murphy, A. P. Owen, and K. Rehman. "Individual asset liability management." Quantitative Finance 8, no. 6 (September 2008): 547–60. http://dx.doi.org/10.1080/14697680802402691.

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Dempster, M. A. H., M. Germano, E. A. Medova, and M. Villaverde. "Global Asset Liability Management." British Actuarial Journal 9, no. 01 (January 2003): 137–95. http://dx.doi.org/10.1017/s1357321700004153.

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Nickel, Andreas. "Simultanes Asset / Liability-Management." Zeitschrift für die gesamte Versicherungswissenschaft 86, no. 1-2 (March 1997): 37–58. http://dx.doi.org/10.1007/bf03188965.

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Roikhani, Melati Julia, Nurnasrina Nurnasrina, and Heri Sunandar. "Analisis Kerangka Kerja Asset dan Liability Managament (Alma)." Jurnal Ekonomi Utama 2, no. 2 (July 5, 2023): 117–22. http://dx.doi.org/10.55903/juria.v2i2.59.

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Di era globalisasi ini diikuti dengan perkembangan teknologi yang berubah sangat cepat telah sangat berpengaruh pada aktivitas perbisnisan, termasuk pada bisnis perbankan. Dengan perubahan tersebut, dapat mempengaruhi kebijakan perbankan dalam bidang pengolahan asset dan liability-nya. Metode penelitian yang digunakan dalam tulisan ini adalah studi kepustakaan dengan pendekatan kualitatif. Studi kepustakaan merupakan serangkaian kegiatan yang berkenaan dengan metode pengumpulan data pustaka, membaca, mencatat, serta mengolah bahan penelitian. Penelitian ini membahas tentang penerapan konsep asset and liability management (ALMA) dalam sistem perbankan. Penerapan asset and liability management pada lembaga perbankan, baik itu bank syariah maupun konvensional harus melalui tahap penilaian budget, membuat rencana pendapatan, penilaian kinerja investasi masa lalu, memantau distribusi asset dan liabilitas bank dan menerapkan strategi asset dan liabilitas.
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Chiu, Mei Choi. "Mean-variance equilibrium asset-liability management strategy with cointegrated assets." ANZIAM Journal 62 (January 13, 2021): 209–34. http://dx.doi.org/10.21914/anziamj.v62.14649.

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This paper investigates asset-liability management problems in a continuous-time economy. When the financial market consists of cointegrated risky assets, institutional investors attempt to make profit from the cointegration feature on the one hand, while on the other hand they need to maintain a stable surplus level, that is, the company’s wealth less its liability. Challenges occur when the liability is random and cannot be fully financed or hedged through the financial market. For mean–variance investors, an additional concern is the rational time-consistency issue, which ensures that a decision made in the future will not be restricted by the current surplus level. By putting all these factors together, this paper derives a closed-form feedback equilibrium control for time-consistent mean–variance asset-liability management problems with cointegrated risky assets. The solution is built upon the Hamilton–Jacobi–Bellman framework addressing time inconsistency. doi: 10.1017/S1446181120000164
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CHIU, MEI CHOI. "MEAN–VARIANCE EQUILIBRIUM ASSET-LIABILITY MANAGEMENT STRATEGY WITH COINTEGRATED ASSETS." ANZIAM Journal 62, no. 2 (April 2020): 209–34. http://dx.doi.org/10.1017/s1446181120000164.

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AbstractThis paper investigates asset-liability management problems in a continuous-time economy. When the financial market consists of cointegrated risky assets, institutional investors attempt to make profit from the cointegration feature on the one hand, while on the other hand they need to maintain a stable surplus level, that is, the company’s wealth less its liability. Challenges occur when the liability is random and cannot be fully financed or hedged through the financial market. For mean–variance investors, an additional concern is the rational time-consistency issue, which ensures that a decision made in the future will not be restricted by the current surplus level. By putting all these factors together, this paper derives a closed-form feedback equilibrium control for time-consistent mean–variance asset-liability management problems with cointegrated risky assets. The solution is built upon the Hamilton–Jacobi–Bellman framework addressing time inconsistency.
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Wruble, Brian F. "Asset/Liability Management in Perspective." ICFA Continuing Education Series 1986, no. 2 (January 1986): 10–16. http://dx.doi.org/10.2469/cp.v1986.n2.3.

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Cottin, Claudia. "Asset-Liability-Management von Pensionsfonds." Blätter der DGVFM 22, no. 4 (October 1996): 895–96. http://dx.doi.org/10.1007/bf02808421.

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Dissertations / Theses on the topic "Asset liability management"

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Kälin, Sascha. "Liability-basiertes Asset Management." St. Gallen, 2008. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/05605019001/$FILE/05605019001.pdf.

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Li, Yun. "Optimal asset-liability management." Thesis, King's College London (University of London), 2016. https://kclpure.kcl.ac.uk/portal/en/theses/optimal-assetliability-management(a5f7f79c-8c2c-499c-bc23-86e6ad4d609a).html.

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In this thesis, Mean-Variance Asset-Liability management is studied ina multi-period setting. An investor aims at nding an optimal investmentstrategy in order to maximise the mean-variance objective. The prices ofassets and liabilities are formulated as geometric Brownian motions and wefurther extend them to exponential Levy process. By the Bellman principle,the explicit optimal solution is obtained under backward induction.
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Hoevenaars, Roy Peter Maria Mathieu. "Strategic asset allocation & asset liability management." [Maastricht] : Maastricht : Universiteit Maastricht ; University Library, Universiteit Maastricht [host], 2008. http://arno.unimaas.nl/show.cgi?fid=9679.

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Eglin, Oliver. "Asset and Liability Management Methodenvergleich /." St. Gallen, 2006. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/03604410001/$FILE/03604410001.pdf.

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Maneth, Matthias F. F. "Solvenzsicherung und Asset-, Liability-Management /." Karlsruhe : VVW, 1996. http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=007080358&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA.

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Gabriel, Liane Costa. "Pension funds : asset liability management." Master's thesis, Instituto Superior de Economia e Gestão, 2018. http://hdl.handle.net/10400.5/16385.

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Mestrado em Finanças
O nível de financiamento e o risco de insolvência dos fundos de pensão são temas cada vez mais relevantes devido às dificuldades sentidas nos últimos anos resultantes das mudanças demográficas, como o envelhecimento da população e o aumento da longevidade, e da crise financeira de 2008, a Grande Recessão. Uma forma de otimizar os ativos e os passivos e ao mesmo tempo gerir os riscos de um fundo é usando modelos de gestão de ativos-passivos. A escolha do modelo de otimização deve ter em conta as características específicas e o objetivo risco-retorno do fundo. Esta tese é principalmente um estudo teórico, onde primeiro será feita uma revisão da literatura sobre planos e fundos de pensão e a importância dos modelos de gestão de ativos-passivos. Depois será feita uma análise da evolução deste instrumento de gestão de risco e uma descrição dos modelos escolhidos. Por fim, será feita uma análise de um fundo de pensão específico.
The financing level of pension funds and the risk of default is an issue with increasing relevance, due to the difficulties they are facing over the last years mainly resulting from changes in the demographic conditions, like the aging of the population and increasing longevity, and the 2008 financial crisis, the Great Recession. A way of optimizing the assets and liabilities and at the same time handling the risks of a fund is using Asset Liability Management models, with the best model for a fund depending on its specific characteristics and risk-return profile. This thesis will be mainly a theoretical study, where first a literature review will be done on pension plans and pension funds as well as on the importance of ALM. Then will be presented an analysis of the evolution of this risk management instrument and a description of the selected models. In the end, will be performed an application to a pension fund.
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Kurtbegu, Enareta. "Asset-Liability Management in Pension Financing." Thesis, Université Paris-Saclay (ComUE), 2015. http://www.theses.fr/2015SACLE005.

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Malgré les évolutions significatives des systèmes de retraite, notamment le passage de systèmes par répartition à des systèmes par capitalisation, plusieurs problèmes subsistent. La structure démographique est un des principaux facteurs de risque systémique, menaçant l’équilibre des caisses de retraite et favorisant l’instabilité et les moindres performances économiques. Dans cette thèse, nous mobilisons l’analyse empirique et théorique afin d’apporter une réponse en termes de stratégie d’investissement à ce problème. Nous synthétisons tout d’abord les éléments de littérature existants et mettons en avant l’importance du partage intergénérationnel du risque et les différences entre les investissements individuels et collectifs. En nous appuyant sur un modèle à générations imbriquées, nous étudions les effets de la structure démographique sur le prix des actifs. Nous identifions une corrélation positive entre l’inverse du ratio de dépendance et le prix de ces derniers (asset meltdown). Puis, en nous basant sur des contrats de retraites simulés, nous étudions les effets de l’augmentation de l’espérance de vie et de la diminution du taux de fécondité sur le partage intergénérationnel du risque. Bien que le régime collectif de retraite à cotisations définies (CDC) amortisse mieux les risques démographiques, des performances analogues peuvent être obtenues au moyen d’une capitalisation individuelle. De plus, la capitalisation individuelle supplante le régime collectif lorsque la réglementation est fortement contraignante. Nos résultats suggèrent la nécessité de la mise en place d’un processus de réforme continu basé sur les stratégies d’investissement. Ainsi, l’efficacité des méthodes de sélection des fonds telles que celle basée sur le taux de faux positifs semble être confirmée
Despite the substantial evolution of pension systems shifting away from pay-as-you-go scemes at the end of the last century, some significant issues still subsist. Demographic structure is one of the main systemic risks threatening the asset-liability balance and causing insolvability and unsustainable performance. In this dissertation, we use both theoretical and empirical analysis to address this issue and to propose a possible solution based on investment strategy. We first conduct a detailed literature survey, aiming to highlight the importance of inter-generation risk sharing and to characterize the differences between collective and individual investment. Based on a theoretical overlapping generation model we study the effect of demographic structure on the asset prices. We identify a positive correlation between the inverse dependency ratio and the asset price, known as the asset meltdown. Then, focusing on diverse stylized pension contracts, we investigate the effect on inter-generation risk sharing of both an increase in life-expectancy and a decrease in fertility rate. Although the collective defined contribution (CDC) plan better amortizes the demographic risk compared to other contracts, its performance can be replicated by individual investment. Moreover, when regulation imposes strict policy safety constraints, individual investment outperforms the collective plan participation. Our results suggest the need for a continuous reforming process, especially on investment-based strategies. Hence, the efficiency of fund selection methods such as the one based on False Discovery Rate seems to be confirmed
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Carvalho, Tiago Lima de. "Asset-liability management in pension funds." Master's thesis, Instituto Superior de Economia e Gestão, 2020. http://hdl.handle.net/10400.5/21054.

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Mestrado em Mathematical Finance
Os fundos de pensão têm uma participação representativa nos mercados financeiros, seja considerando o capital investido ou o perfil de escolha de ativos. Nos planos de pensão de benefício definido, o foco é assegurar cobrir os passivos com os ativos existentes. A gestão de ativos e passivos (em inglês ALM) é o conjunto de métodos e ferramentas projetadas com a finalidade de orientar como os fundos devem investir seus ativos a fim de que, em determinada data, seja possível pagar seus passivos. Este conceito é amplamente utilizado em empresas seguradoras e fundos de pensão. O portfolio de investimentos é construído de acordo com análises de mercado, definição dos riscos em que o fundo deseja se expor e os objetivos de retorno. O propósito deste projeto é, aplicando a teoria de investimentos orientados a passivos, recuperar o nível de financiamento de um fundo de pensões, a fim de cumprir com as metas do esquema e se expondo ao menor risco possível. Este projeto terá como informação base a estimativa dos passivos, da taxa de juros e da inflação. A partir deles, contruiremos o portfolio de investimentos, projetaremos o fluxo de caixa e monitoraremos o risco de não cumprimento dos objetivos. Para validar a consistência do modelo, iremos comparar contra uma estratégia mais arriscada. As conclusões, após contextualização (prática e teórica), demonstram que é possível recuperar o nível de financiamento, de acordo com prazos estabelecidos e com um nível moderado de risco.
Pension funds have a very representative role in the financial markets, considering investments made and the asset allocations profile. In defined benefit pension schemes, the major focus is to secure the participants future payments with the accumulated contributions. Or, in other words, to cover the liabilities with the assets. Asset Liability Management (ALM) is a collection of methodologies and tools structured to guide the assets investments in order to protect the liabilities. This concept has been used largely in insurance companies and pension funds. It analyzes market expectations, scheme risks and objectives, in order to create the best asset investment option. The purpose of this project is, using a Liability Driven Investment (LDI) technique, recover the Funding Ratio of a pension fund, achieve the scheme goals and minimize the risk. Project liabilities, interest rate and inflation are the bases of this work. Build the asset portfolio, project the fund cashflow and track the risk are the principal steps to achieve the goal. To check the results adherence, the output will be compared with a bold recovery strategy. To conclude, after setting the context (theoretical and practical perspectives), the work will show how to recover a Funding Ratio using a developed model and keeping the risk inside pension plan limits.
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Gip, Orreborn Jakob. "Asset-Liability Management with in Life Insurance." Thesis, KTH, Matematisk statistik, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-215339.

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In recent years, new regulations and stronger competition have further increased the importance of stochastic asset-liability management (ALM) models for life insurance firms. However, the often complex nature of life insurance contracts makes modeling to a challenging task, and insurance firms often struggle with models quickly becoming too complicated and inefficient. There is therefore an interest in investigating if, in fact, certain traits of financial ratios could be exposed through a more efficient model. In this thesis, a discrete time stochastic model framework, for the simulation of simplified balance sheets of life insurance products, is proposed. The model is based on a two-factor stochastic capital market model, supports the most important product characteristics, and incorporates a reserve-dependent bonus declaration. Furthermore, a first approach to endogenously model customer transitions is proposed, where realized policy returns are used for assigning transition probabilities. The model's sensitivity to different input parameters, and ability to capture the most important behaviour patterns, are demonstrated by the use of scenario and sensitivity analyses. Furthermore, based on the findings from these analyses, suggestions for improvements and further research are also presented.
Införandet av nya regelverk och ökad konkurrens har medfört att stokastiska ALM-modeller blivit allt viktigare för livförsäkringsbolag. Den ofta komplexa strukturen hos försäkringsprodukter försvårar dock modelleringen, vilket gör att många modeller anses vara för komplicerade samt ineffektiva, av försäkringsbolagen. Det finns därför ett intresse i att utreda om egenskaper hos viktiga finansiella nyckeltal kan studeras utifrån en mer effektiv och mindre komplicerad modell. I detta arbete föreslås ett ramverk för stokastisk modellering av en förenklad version av balansräkningen hos typiska livförsäkringsbolag. Modellen baseras på en stokastisk kapitalmarknadsmodell, med vilken såväl aktiepriser som räntenivåer simuleras. Vidare så stödjer modellen simulering av de mest väsentliga produktegenskaperna, samt modellerar kundåterbäring som en funktion av den kollektiva konsolideringsgraden. Modellens förmåga att fånga de viktigaste egenskaperna hos balansräkningens ingående komponenter undersöks med hjälp av scenario- och känslighetsanalyser. Ytterligare undersöks även huruvida modellen är känslig för förändringar i olika indata, där fokus främst tillägnas de parametrar som kräver mer avancerade skattningsmetoder.
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Schmautz, Matthias. "Asset-Liability-Management und Eigentümerorientierung bei Schadenversicherungsunternehmen." Frankfurt, M. Berlin Bern Bruxelles New York, NY Oxford Wien Lang, 2007. http://d-nb.info/98727290X/04.

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Books on the topic "Asset liability management"

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Stevenson, Ricahrd A. Asset-liability management. 2nd ed. Dubuque, Iowa: Kendall/Hunt Pub., 1994.

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Stevenson, Richard A. Asset-liability management. 2nd ed. Dubuque, Iowa: Kendall/Hunt Pub., 1994.

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Zenios, Stavros Andrea. Handbook of asset and liability management. Amsterdam: North Holland, 2008.

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Binsbergen, Jules H. van. Optimal asset allocation in asset liability management. Cambridge, MA: National Bureau of Economic Research, 2007.

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Binsbergen, Jules H. van. Optimal asset allocation in asset liability management. Cambridge, Mass: National Bureau of Economic Research, 2007.

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Mitra, Gautam, and Katharina Schwaiger, eds. Asset and Liability Management Handbook. London: Palgrave Macmillan UK, 2011. http://dx.doi.org/10.1057/9780230307230.

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Jost, Christiane. Asset-Liability Management bei Versicherungen. Wiesbaden: Gabler Verlag, 1995. http://dx.doi.org/10.1007/978-3-663-05963-9.

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The Hong Kong Institute of Bankers. Bank Asset and Liability Management. Singapore: John Wiley & Sons Singapore Pte. Ltd., 2018. http://dx.doi.org/10.1002/9781119444497.

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Spillmann, Martin, Karsten Döhnert, and Roger Rissi. Asset Liability Management (ALM) in Banken. Wiesbaden: Springer Fachmedien Wiesbaden, 2019. http://dx.doi.org/10.1007/978-3-658-25202-1.

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Adam, Alexandre, ed. Handbook of Asset and Liability Management. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781119209133.

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Book chapters on the topic "Asset liability management"

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Ho, Diem. "Asset Liability Management." In Advances in Computational Economics, 143–59. Boston, MA: Springer US, 1997. http://dx.doi.org/10.1007/978-1-4757-2644-2_10.

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Jost, Christiane. "Asset-Liability Management." In Asset-Liability Management bei Versicherungen, 79–108. Wiesbaden: Gabler Verlag, 1995. http://dx.doi.org/10.1007/978-3-663-05963-9_4.

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Kosmidou, Kyriaki, and Constantin Zopounidis. "Asset Liability Management Techniques." In Handbook of Financial Engineering, 281–300. Boston, MA: Springer US, 2008. http://dx.doi.org/10.1007/978-0-387-76682-9_10.

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Jost, Christiane. "Asset-Liability Management Techniken." In Asset-Liability Management bei Versicherungen, 109–86. Wiesbaden: Gabler Verlag, 1995. http://dx.doi.org/10.1007/978-3-663-05963-9_5.

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Roncalli, Thierry. "Asset Liability Management Risk." In Handbook of Financial Risk Management, 369–452. Boca Raton : CRC Press, 2020. | Series: Chapman and Hall/CRC financial mathematics series: Chapman and Hall/CRC, 2020. http://dx.doi.org/10.1201/9781315144597-7.

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Wernz, Johannes. "Risk Modeling: Asset Liability Management." In Management for Professionals, 105–7. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-42866-2_9.

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van Binsbergen, Jules H., and Michael W. Brandt. "Optimal Asset Allocation in Asset Liability Management." In Handbook of Fixed-Income Securities, 147–68. Hoboken, NJ, USA: John Wiley & Sons, Inc, 2016. http://dx.doi.org/10.1002/9781118709207.ch8.

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Fischer, Thomas R. "Asset Liability Management bei Banken." In Handbuch Institutionelles Asset Management, 387–401. Wiesbaden: Gabler Verlag, 2003. http://dx.doi.org/10.1007/978-3-663-01551-2_18.

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Albrecht, Peter. "Asset Liability Management bei Versicherungen." In Handbuch Institutionelles Asset Management, 427–46. Wiesbaden: Gabler Verlag, 2003. http://dx.doi.org/10.1007/978-3-663-01551-2_20.

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Chiu, Ming, and Yawei Cui. "Personal Asset Liability Management System." In The InsurTech Book, 274–76. Chichester, UK: John Wiley & Sons, Ltd, 2018. http://dx.doi.org/10.1002/9781119444565.ch63.

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Conference papers on the topic "Asset liability management"

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"AN ASSET LIABILITY MANAGEMENT MODEL FOR HOUSING ASSOCIATIONS." In 7th European Real Estate Society Conference: ERES Conference 2000. ERES, 2000. http://dx.doi.org/10.15396/eres2000_062.

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Brummer, Ludwig, Markus Wahl, and Rudi Zagst. "Liability Driven Investments with a Link to Behavioral Finance." In Innovations in Insurance, Risk- and Asset Management. WORLD SCIENTIFIC, 2018. http://dx.doi.org/10.1142/9789813272569_0011.

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Fontoura, Alan, Diego Haddad, and Eduardo Bezerra. "A Deep Reinforcement Learning Approach to Asset-Liability Management." In 2019 8th Brazilian Conference on Intelligent Systems (BRACIS). IEEE, 2019. http://dx.doi.org/10.1109/bracis.2019.00046.

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Dempster, M. A. H. "Dynamic stochastic programming tools for individual asset liability management." In 2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr). IEEE, 2014. http://dx.doi.org/10.1109/cifer.2014.6924044.

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Zhang, Keqi. "Effect of Asset - Liability Structure on Bank Performance." In 2017 7th International Conference on Education, Management, Computer and Society (EMCS 2017). Paris, France: Atlantis Press, 2017. http://dx.doi.org/10.2991/emcs-17.2017.5.

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Albrice, D. "Quantifying and Benchmarking the Unfunded Liability of 600 Residential Condo Buildings in British Columbia, Canada." In IET & IAM Asset Management Conference 2013. Institution of Engineering and Technology, 2013. http://dx.doi.org/10.1049/cp.2013.1932.

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Shao, Jianjun. "Research on asset-liability management model of China insurance companies." In 2011 International Conference on E-Business and E-Government (ICEE). IEEE, 2011. http://dx.doi.org/10.1109/icebeg.2011.5877054.

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Hussin, Siti Aida Sheikh, Gautam Mitra, and Diana Roman. "An asset and liability management (ALM) model using integrated chance constraints." In INTERNATIONAL CONFERENCE ON QUANTITATIVE SCIENCES AND ITS APPLICATIONS (ICOQSIA 2014): Proceedings of the 3rd International Conference on Quantitative Sciences and Its Applications. AIP Publishing LLC, 2014. http://dx.doi.org/10.1063/1.4903637.

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Xiu Jin, Yingjie Feng, and Xiaoyuan Huang. "Bank Asset Liability Management Model Based on Multi-period Stochastic Programming." In 2006 6th World Congress on Intelligent Control and Automation. IEEE, 2006. http://dx.doi.org/10.1109/wcica.2006.1712628.

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Yang, Zhongyuan, and Wen Xu. "Optimization Model of Asset-Liability Portfolio Based on Controlling Liquidity Risk." In 2009 International Conference on Management and Service Science (MASS). IEEE, 2009. http://dx.doi.org/10.1109/icmss.2009.5303021.

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Reports on the topic "Asset liability management"

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van Binsbergen, Jules, and Michael Brandt. Optimal Asset Allocation in Asset Liability Management. Cambridge, MA: National Bureau of Economic Research, March 2007. http://dx.doi.org/10.3386/w12970.

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Stein, Jeremy. An Adverse Selection Model of Bank Asset and Liability Management with Implications for the Transmission of Monetary Policy. Cambridge, MA: National Bureau of Economic Research, August 1995. http://dx.doi.org/10.3386/w5217.

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Thunø, Mette, and Jan Ifversen. Global Leadership Teams and Cultural Diversity: Exploring how perceptions of culture influence the dynamics of global teams. Aarhus University, October 2018. http://dx.doi.org/10.7146/aul.273.

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In the 21st century, business engagements are becoming increasingly global, and global teams are now an established form of organising work in multinational organisations. As a result, managing cultural diver-sity within a global team has become an essential part of ensuring motivation, creativity, innovation and efficiency in today’s business world.Global teams are typically composed of a diversity of experiences, frames of references, competencies, information and, not least, cultural backgrounds. As such, they hold a unique potential for delivering high performance in terms of innovative and creative approaches to global management tasks; however, in-stead of focusing on the potentials of cultural diversity, practitioners and studies of global teams tend to approach cultural diversity as a barrier to team success. This study explores some of the barriers that cultural diversity poses but also discusses its potential to leverage high performance in a global context.Our study highlights the importance of how team leaders and team members perceive ‘culture’ as both a concept and a social practice. We take issue with a notion of culture as a relatively fixed and homogeneous set of values, norms and attitudes shared by people of national communities; it is such a notion of culture that tends to underlie understandings that highlight the irreconcilability of cultural differences.Applying a more dynamic and context-dependent approach to culture as a meaning system that people negotiate and use to interpret the world, this study explores how global leadership teams can best reap the benefits of cultural diversity in relation to specific challenging areas of intercultural team work, such as leadership style, decision making, relationship building, strategy process, and communication styles. Based on a close textual interpretation of 31 semi-structured interviews with members of global leader-ship teams in eight Danish-owned global companies, our study identified different discourses and per-ceptions of culture and cultural diversity. For leaders of the global leadership teams (Danish/European) and other European team members, three understandings of cultural diversity in their global teams were prominent:1)Cultural diversity was not an issue2)Cultural diversity was acknowledged as mainly a liability. Diversities were expressed through adifference in national cultures and could typically be subsumed under a relatively fixed numberof invariable and distinct characteristics.3)Cultural diversity was an asset and expressions of culture had to be observed in the situationand could not simply be derived from prior understandings of cultural differences.A clear result of our study was that those leaders of global teams who drew on discourses of the Asian ‘Other’ adherred to the first two understandings of cultural diversity and preferred leadership styles that were either patriarchal or self-defined as ‘Scandinavian’. Whereas those leaders who drew on discourses of culture as dynamic and negotiated social practices adhered to the third understanding of cultural di-versity and preferred a differentiated and analytical approach to leading their teams.We also focused on the perceptions of team members with a background in the country in which the global teams were co-located. These ‘local’ team members expressed a nuanced and multifaceted perspective on their own cultural background, the national culture of the company, and their own position within the team, which enabled them to easily navigate between essentialist perceptions of culture while maintain-ing a critical stance on the existing cultural hegemonies. They recognised the value of their local knowledge and language proficiency, but, for those local members in teams with a negative or essentialist view of cultural diversity, it was difficult to obtain recognition of their cultural styles and specific, non-local competences. 3Our study suggeststhat the way global team members perceive culture, based on dominant societal dis-courses of culture, significantly affects the understandings of roles and positions in global leadership teams. We found that discourses on culture were used to explain differences and similarities between team members, which profoundly affected the social practicesand dynamics of the global team. We con-clude that only global teams with team leaders who are highly aware of the multiple perspectives at play in different contexts within the team hold the capacity to be alert to cultural diversity and to demonstrate agility in leveraging differences and similarities into inclusive and dynamic team practices.
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Inter-American Development Bank Annual Report 2010: The Year in Review. Inter-American Development Bank, February 2011. http://dx.doi.org/10.18235/0005731.

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This is the first of two volumes that constitute the Annual Report of the Inter-American Development Bank. The two-volume report contains a review of the Bank's operations in 2010 (loans, guarantees, and grants) and, in a separate volume, Management's Discussion and Analysis: Ordinary Capital, and the financial statements of the Bank. By the end of 2010, the IDB had approved $197 billion in loans and guarantees to finance projects with investments totaling over $420 billion, as well as $4.1 billion in grants and contingent-recovery technical cooperation financing. Among other tasks, in early 2010 implementation began of the new integrated system of capital adequacy and portfolio analysis, which includes elements related to financial projections and asset and liability management. Throughout the year the Bank worked diligently in its core mission, collaborating with its borrowing member countries in addressing the Region's development agenda, focusing resources and technical expertise on assisting the neediest and most vulnerable. Following the earthquakes in Haiti and Chile and other natural disasters, the Bank approved country-specific relief and reconstruction operations.
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