Relevant bibliographies by topics / Model of asset and liability management

Contents

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

Academic literature on the topic 'Model of asset and liability management'

Author: Grafiati
Published: 28 May 2022
Last updated: 30 July 2025

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Journal articles on the topic "Model of asset and liability management"

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Izadbakhshe, Hamid Reza, Zadeh Ahmad Soleiman, Ardakani Hamed Davari, and Masouleh Marzieh Zarinbal. "Asset and Liability Management in Pension Funds with a Systemic Approach in a Fuzzy Environment." Quarterly Journal of Economic Modeling Research 8, no. 29 (2017): 201–39. https://doi.org/10.5281/zenodo.14002214.

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Since pension funds are among the important and influential institutions affecting the economic and social conditions of society, a thorough study and examination of the issues they face seems inevitable. Asset and liability management is a useful and effective tool for analyzing and understanding pension funds and their stakeholders. This paper aims to identify the key factors influencing asset and liability management in pension funds and analyze them using system dynamics.  Subsequently, using a fuzzy inference system, the significant risks affecting asset and liability management are
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Kusy, M. I., and W. T. Ziemba. "A Bank Asset and Liability Management Model." Operations Research 34, no. 3 (1986): 356–76. http://dx.doi.org/10.1287/opre.34.3.356.

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Ma, Hui-qiang, Meng Wu, and Nan-jing Huang. "Time Consistent Strategies for Mean-Variance Asset-Liability Management Problems." Mathematical Problems in Engineering 2013 (2013): 1–16. http://dx.doi.org/10.1155/2013/709129.

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This paper studies the optimal time consistent investment strategies in multiperiod asset-liability management problems under mean-variance criterion. By applying time consistent model of Chen et al. (2013) and employing dynamic programming technique, we derive two-time consistent policies for asset-liability management problems in a market with and without a riskless asset, respectively. We show that the presence of liability does affect the optimal strategy. More specifically, liability leads a parallel shift of optimal time-consistent investment policy. Moreover, for an arbitrarily risk ave
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Dempster, M. A. H., and E. A. Medova. "Asset liability management for individual households." British Actuarial Journal 16, no. 2 (2011): 405–39. http://dx.doi.org/10.1017/s135732171100016x.

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AbstractPersonal finance is a challenging topic which can benefit from a scientific approach to individual financial planning. This paper presents an individual asset liability management (iALM) model for life cycle planning which uses the methodology of dynamic stochastic optimisation and incorporates ideas from both classical and behavioural finance. Its implementation is in the form of a decision support tool for use by financial advisers or wealth managers. The investment universe is given by a set of indices for major asset classes and their returns are simulated forward over the lifetime
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Kramer, Bert, and Ton van Welie. "An asset liability management model for housing associations." Journal of Property Investment & Finance 19, no. 6 (2001): 453–71. http://dx.doi.org/10.1108/eum0000000006186.

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Satria, Indra. "PENGARUH MANAJEMEN LIKUIDITAS, MANAJEMEN ASET DAN MANAJEMEN UTANG TERHADAP LABA." Jurnal Economia 12, no. 1 (2016): 32. http://dx.doi.org/10.21831/economia.v12i1.9523.

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Abstrak: Pengaruh Manajemen Likuiditas, Manajemen Aset dan Manajemen Utang Terhadap Laba. Penelitian ini bertujuan untuk mengemukakan model regresi linier berganda yang dapat digunakan sebagai model penaksir terhadap laba. Penelitian dilakukan terhadap perusahaan porselin, keramik dan gelas yang listing di BEI pada periode 2009-2015, memunyai laporan keuangan auditan dan memeroleh laba selama periode tersebut. Variabel independen dalam penelitian ini adalah Current Ratio (CR), Total Assets Turnover Ratio (TATO), dan Debt Ratio (DR). Ketiga variabel ini masing-masing digunakan sebagai proksi ma
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Li, Shuang, Yu Yang, Yanli Zhou, Yonghong Wu, and Xiangyu Ge. "The Study of Mean-Variance Risky Asset Management with State-Dependent Risk Aversion under Regime Switching Market." Journal of Function Spaces 2021 (November 20, 2021): 1–15. http://dx.doi.org/10.1155/2021/5476781.

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How do investors require a distribution of the wealth among multiple risky assets while facing the risk of the uncontrollable payment for random liabilities? To cope with this problem, firstly, this paper explores the approach of asset-liability management under the state-dependent risk aversion with only risky assets, which has been considered under a continuous-time Markov regime-switching setting. Next, based on this realistic modelling, an extended Hamilton-Jacob-Bellman (HJB) system has been necessarily established for solving the optimization problem of asset-liability management. It has
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Nguyen, Duc Thinh. "FACTORS AFFECTING THE ASSET-LIABILITY MANAGEMENT AT MILITARY COMMERCIAL JOINT STOCK BANK." International Journal of Professional Business Review 9, no. 10 (2024): e04913. http://dx.doi.org/10.26668/businessreview/2024.v9i10.4913.

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Objective: The article analyzes the impact of factors affecting the asset-liability management at Military commercial joint stock bank, providing more empirical evidence on factors affecting the asset-liability management at military commercial joint stock bank. Theoretical Framework: This paper uses model factors affecting the asset-liability management at Military commercial joint stock bank Method: The research method uses a questionnaire survey of managers and employees of Military commercial joint stock bank in ALCO, Market Risk Management Department, Risk Management Division, Capital and
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Tandy, Marvin, and Marcus Wono Setya Budhi. "Dynamical System Modeling in Asset and Liability Management." ITM Web of Conferences 75 (2025): 02009. https://doi.org/10.1051/itmconf/20257502009.

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Insurance companies must ensure a balance between the profits generated from their investment and the liabilities they owe to policyholders. This is widely known as asset and liability management (ALM). One important element of ALM involves forecasting the long-term financial status of the company. Therefore, a discrete time dynamical system is developed to illustrate the fluctuations in the financial components of an insurance company. Subsequently, simulations are conducted based on the constructed model for cases both with and without mortality. The model takes into account varying premium
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Trang, Nguyen Thi Thu, Nguyen Thuy Duong, and Pham Ngoc Binh. "The Impact of Asset-Liability Management on the Profitability of Listed Commercial Banks in Vietnam." International Journal of Economics and Financial Issues 14, no. 6 (2024): 369–78. http://dx.doi.org/10.32479/ijefi.17163.

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This paper investigates the effect of asset-liability management on the profitability of listed commercial banks in Vietnam, analyzing annual data from 2013 to 2023. The study uses VIF tests, Heteroskedasticity tests, Model Specification tests, and the Generalized Least Squares (GLS) model with the Modified Wald test to examine the data. The results reveal a positive correlation between bank asset management and annual GDP growth with profitability. Conversely, liability management and the year-on-year growth rate of total assets negatively impact profitability. Specifically, factors such as l
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Dissertations / Theses on the topic "Model of asset and liability management"

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Pappas, George S. "An asset and liability management model incorporating uncertainty." Thesis, Brunel University, 2001. http://bura.brunel.ac.uk/handle/2438/7292.

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Asset and Liability Management (ALIvI) is a well-established method, which enables companies to match future liabilities with future cash flow streams of assets. The first stage is to develop a deterministic model with forecast cash flow streams. In reality this can lead to results that are often volatile to deviations of future cash flows from their predicted values. There are two main stages to this problem. Firstly, there is the issue of representing the future uncertainties. To this end we have developed a scenario generator that forecasts alternative realizations of future cash flows stre
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Chen, Ping, and 陈平. "Asset-liability management under regime-switching models." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2009. http://hub.hku.hk/bib/B43223928.

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Chen, Ping. "Asset-liability management under regime-switching models." Click to view the E-thesis via HKUTO, 2009. http://sunzi.lib.hku.hk/hkuto/record/B43223928.

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Kennedy, David Alan. "The ideal asset/liability model for credit unions (with assets between $100 - $500 million)." CSUSB ScholarWorks, 2004. https://scholarworks.lib.csusb.edu/etd-project/2699.

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This project focused on developing the ideal Asset / Liability Model for credit unions with assets between one hundred million and five hundred million dollars. Ideally the model should be closely aligned with that of a successful credit union at the high end of this range. SELCO Community Credit Union of Eugene Oregon was used in creating the model.
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CANNAS, GIUSEPPINA. "A quantitative model for the asset liability management of a Pension Fund." Doctoral thesis, Università degli Studi di Cagliari, 2011. http://hdl.handle.net/11584/265933.

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The key objective of pension plans is the delivery of retirement benefits, typically payable for life or a set period of time, to the specified group of recipients. The management of such funds entails therefore a constant monitoring of the risks exposure and a regular rebalancing of assets. This thesis is directly related to these topics and proposes a quantitative method (mainly based on stochastic optimal control theory) to determine the optimal investment policy of a pension fund’s wealth, under financial and actuarial risks. The thesis unfolds as follows: Chapter 1 includes a basic intr
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Hambouri, Zaphiro. "Risk and asset/liability management of fixed income portfolios." Thesis, Imperial College London, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.312022.

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Kim, Joocheol. "Stochastic programming approach to asset liability management under uncertainty." Diss., Georgia Institute of Technology, 2000. http://hdl.handle.net/1853/25324.

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Dondi, Gabriel Arnon. "Models and dynamic optimisation for the asset and liability management of pension funds." Zürich : Measurement and Control Laboratory, ETH Zentrum ML, 2005. http://e-collection.ethbib.ethz.ch/show?type=diss&nr=16257&part=abstracts.

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Sheikh, Hussin Siti Aida. "Employees Provident Fund (EPF) Malaysia : generic models for asset and liability management under uncertainty." Thesis, Brunel University, 2012. http://bura.brunel.ac.uk/handle/2438/7505.

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We describe Employees Provident Funds (EPF) Malaysia. We explain about Defined Contribution and Defined Benefit Pension Funds and examine their similarities and differences. We also briefly discuss and compare EPF schemes in four Commonwealth countries. A family of Stochastic Programming Models is developed for the Employees Provident Fund Malaysia. This is a family of ex-ante decision models whose main aim is to manage, that is, balance assets and liabilities. The decision models comprise Expected Value Linear Programming, Two Stage Stochastic Programming with recourse, Chance Constrained Pro
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Nyström, Erika, and Viktoria Wirell. "Ett generationsneutralt avkastningsmål : Asset Liability Management analys för buffertfonderna i det svenska pensionssystemet." Thesis, Linköpings universitet, Produktionsekonomi, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-132592.

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Syftet med detta arbete var att fastställa det avkastningsmål som buffertfonderna bör ha för att bidra till största möjliga nytta för det svenska pensionssystemet samt att analysera styrkan och känsligheten i systemet. För att besvara syftet genomfördes en Asset Liability Management analys, där risk och avkastning optimerades samtidigt som hänsyn togs till pensionssystemets skulder och rättvisa mellan generationer. Ett nyckeltal definierades för att ta hänsyn till generationsneutralitet. Nyckeltalet visar hur mycket en generation procentuellt sett får ut i pension relativt vad de har betalat i
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Books on the topic "Model of asset and liability management"

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

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Marohn, Christina A. Stochastische mehrstufige lineare Programmierung im Asset- & -Liability-Management. P. Haupt, 1998.

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Stein, Jeremy C. An adverse selection model of bank asset and liability management with implications for the transmission of monetary policy. NBER, 1995.

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Stein, Jeremy C. An adverse selection model of bank asset and liability management with implications for the transmission of monetary policy. National Bureau of Economic Research, 1995.

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Adam, Alexandre. Handbook of asset and liability management: From models to optimal return strategies. John Wiley & Sons, 2007.

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Eckhold, Kelly R. Bank asset valuation and risk in Australasia: The market's evaluation. Reserve Bank of New Zealand, 1994.

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Gennotte, Gerard. Capital controls and bank regulation /by Gerard Gennotte and David Pyle. Banca d'Italia, 1987.

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Booth, G. Geoffrey. A multiperiod goal programming model for managing interest-rate risk in banks and thrifts. Federal Home Loan Bank Board, Office of Policy and Economic Research, 1988.

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Zheng, Harry. The duration derby: A comparison of duration based strategies in asset liability management. University of Southampton, School of Management, 2001.

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Schürle, Michael. Zinsmodelle in der stochastischen Optimierung: Mit Anwendungen im Asset- & Liability-Management. P. Haupt, 1998.

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Book chapters on the topic "Model of asset and liability management"

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Acar, Sarp Kaya, Ralf Korn, Kalina Natcheva-Acar, and Jörg Wenzel. "A Two-Factor HJM Interest Rate Model for Use in Asset Liability Management." In Asset and Liability Management Handbook. Palgrave Macmillan UK, 2011. http://dx.doi.org/10.1057/9780230307230_3.

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Sadhak, Hira, and Steward Doss. "Asset-Liability Management in Defined Contribution Pensions: A Stochastic Model with reference to Auto Choice Portfolios in the New Pension System in India." In Asset and Liability Management Handbook. Palgrave Macmillan UK, 2011. http://dx.doi.org/10.1057/9780230307230_15.

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Schwaiger, Katharina, Cormac Lucas, and Gautam Mitra. "Alternative Decision Models for Liability-Driven Investment." In Asset and Liability Management Handbook. Palgrave Macmillan UK, 2011. http://dx.doi.org/10.1057/9780230307230_13.

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Bernhard, Pierre, Jacob C. Engwerda, Berend Roorda, et al. "Asset and Liability Insurance Management (ALIM) for Risk Eradication." In The Interval Market Model in Mathematical Finance. Springer New York, 2012. http://dx.doi.org/10.1007/978-0-8176-8388-7_18.

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Kouwenberg, Roy. "Asset Liability Management for Pension Funds: Elements of Dert’s Model." In New Operational Approaches for Financial Modelling. Physica-Verlag HD, 1997. http://dx.doi.org/10.1007/978-3-642-59270-6_3.

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Langen, Dieter. "A Decision Model for Bank Asset Liability Management via MCDM." In Lecture Notes in Economics and Mathematical Systems. Springer Berlin Heidelberg, 1989. http://dx.doi.org/10.1007/978-3-662-22160-0_32.

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Corlosquet-Habart, Marine, William Gehin, Jacques Janssen, and Raimondo Manca. "Building and Use of an ALM Internal Model in Insurance Companies." In Asset and Liability Management for Banks and Insurance Companies. John Wiley & Sons, Inc., 2015. http://dx.doi.org/10.1002/9781119184607.ch4.

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Islam, Sahidul. "Asset Liability Management Model Based on Duration and Convexity for Commercial Banks." In Advances on Mathematical Modeling and Optimization with Its Applications. CRC Press, 2024. http://dx.doi.org/10.1201/9781003387459-13.

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Corlosquet-Habart, Marine, William Gehin, Jacques Janssen, and Raimondo Manca. "Building and Use of ALM Internal Models in Banks." In Asset and Liability Management for Banks and Insurance Companies. John Wiley & Sons, Inc., 2015. http://dx.doi.org/10.1002/9781119184607.ch5.

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Frauendorfer, Karl, and Michael Schürle. "Stochastic Optimization in Asset & Liability Management: A Model for Non-Maturing Accounts." In Nonconvex Optimization and Its Applications. Springer US, 2000. http://dx.doi.org/10.1007/978-1-4757-3150-7_4.

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Conference papers on the topic "Model of asset and liability management"

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Guang, Tian, Wei Guo, Yang Yang, Xiangyu Chen, and Linhao Zhang. "Research on the Carbon Asset Management Service Model of Power Grid Company." In 2023 International Conference on Intelligent Computing, Communication & Convergence (ICI3C). IEEE, 2023. http://dx.doi.org/10.1109/ici3c60830.2023.00013.

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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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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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Zhukova, Aleksandra, Anna Flerova, Aleksey Chernov, and Nikolay Pilnik. "Mathematical Model of Asset and Liability Management in the Presence of Normative and Internal Constraints." In 2023 5th International Conference on Control Systems, Mathematical Modeling, Automation and Energy Efficiency (SUMMA). IEEE, 2023. http://dx.doi.org/10.1109/summa60232.2023.10349388.

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Lončar, Iris, and Tonći Svilokos. "The influence of assets structure on financial performance in Croatian banking system." In Contemporary Issues in Business, Management and Economics Engineering. Vilnius Gediminas Technical University, 2019. http://dx.doi.org/10.3846/cibmee.2019.024.

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Purpose – as the largest share of national money assets is concentrated in banks, their profitability is important not only for shareholder but also for the whole economy. The aim of this paper is to analyse the influence of the structure of total assets and its liquidity on overall success in the Croatian banking industry. Research methodology – in order to achieve the main purpose the cross-section regression models will be estimated which will include standard profitability indicators and various liquidity and assets indices. Findings – the results of the analysis show that the level and th
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Stankov, Slobodanka, Radomir Stojanović, and Branko Radeljić. "Management of fortresses as tourist attractions on the example of "Golubac Fortress" public enterprise." In Zbornik radova – VI Kongres geografa Srbije sa medunarodnim ucešcem. University of Belgrade - Faculty of Geography, Belgrade, 2024. https://doi.org/10.5937/kongef24083s.

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"Golubac fortress" is a unique and indivisible spatially functional entity, with natural and created resources and values of importance for tourism. As a cultural asset of exceptional importance, it belongs to the "Golubac fortress" Nature Reserve and the "Đerdap" National Park. In 2011 the Republic of Serbia declared "Golubac Fortress" Tourist Area, which is managed by the company with limited liability for the development of tourism "Golubac Fortress". The Tourist Area, which belongs to the territory of the Municipality of Golubac, is about 22 hectares. The main tourist attraction of the Tou
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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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Reports on the topic "Model of asset and liability management"

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

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

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Salter, R., William Leonard, Kayla Cotterman, et al. Toward objectives and metrics for supporting US Army Corps of Engineers civil works asset management decision-making tradeoffs. Engineer Research and Development Center (U.S.), 2025. https://doi.org/10.21079/11681/49715.

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The United States Army Corps of Engineers (USACE) is responsible for the maintenance, repair, and replacement of $250 billion worth of assets. As budgets shrink and infrastructure becomes increasingly costly to maintain, USACE Civil Works (CW) must develop innovative asset management (AM) strategies to sustain these assets while also delivering maximum value to USACE and the nation. As a result, USACE-CW AM is seeking metrics capable of demonstrating the benefit of maintenance, repair, and replacement project alternatives for all USACE business lines (BLs) to support budget decision-making. Th
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Morsy, Amr, and Islam Ebo. Development of Physics-Based Deterioration Models for Reinforced Soil Retaining Structures. Mineta Transportation Institute, 2025. https://doi.org/10.31979/mti.2024.2360.

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Reinforced soil walls are key earth retention features in the transportation infrastructure. They are used to support and retain soil in a wide variety of crucial structures, such as highways, bridges, and railways, to ensure stability. They also provide solutions for constructing embankments and slopes in constrained spaces, allowing for efficient land use and improved infrastructure planning. This study used advanced numerical modeling to improve the understanding of the behavior and long-term performance of the aging reinforced soil walls from the 1970s for asset management purposes. An ass
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Alt, Jonathan, Willie Brown, George Gallarno, John Richards, and Titus Rice. Risk-based prioritization of operational condition assessments : Jennings Randolph case study. Engineer Research and Development Center (U.S.), 2022. http://dx.doi.org/10.21079/11681/43862.

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The US Army Corps of Engineers (USACE) operates, maintains, and manages over $232 billion worth of the Nation’s water resource infrastructure. Using Operational Condition Assessments (OCA), the USACE allocates limited resources to assess asset condition in efforts to minimize risks associated with asset performance degradation, but decision makers require a greater understanding of those risks. The analysis of risk associated with Flood Risk Management assets in the context of its associated watershed system includes understanding the consequences of the asset’s failure and a determination of
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Musa, Padde, Zita Ekeocha, Stephen Robert Byrn, and Kari L. Clase. Knowledge Sharing in Organisations: Finding a Best-fit Model for a Regulatory Authority in East Africa. Purdue University, 2021. http://dx.doi.org/10.5703/1288284317432.

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Knowledge is an essential organisational asset that contributes to organisational effectiveness when carefully managed. Knowledge sharing (KS) is a vital component of knowledge management that allows individuals to engage in new knowledge creation. Until it’s shared, knowledge is considered useless since it resides within the human brain. Public organisations specifically, are more involved in providing and developing knowledge and hence can be classified as knowledge-intensive organisations. Scholarly research conducted on KS has proposed a number of models to help understand the KS process b
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Alt, Jonathan, Willie Brown, George Gallarno, John Richards, Jennifer Olszewski, and Titus Rice. Risk-based prioritization of operational condition assessments : methodology and case study results. Engineer Research and Development Center (U.S.), 2022. http://dx.doi.org/10.21079/11681/46123.

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USACE operates, maintains, and manages more than $232 billion of the Nation’s water resource infrastructure. USACE uses the Operational Condition Assessment (OCA) to allocate limited resources to assess condition of this infrastructure in efforts to minimize risks associated with performance degradation. The analysis of risk associated with flood risk management (FRM) assets includes consideration of how each asset contributes to its associated FRM watershed system, understanding the consequences of the asset’s performance degradation, and a determination of the likelihood that the asset will
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Li, Hang, Hosam Hegazy, Xiaorui Xue, Jiansong Zhang, and Yunfeng Chen. BIM Standards for Roads and Related Transportation Assets. Purdue University, 2023. http://dx.doi.org/10.5703/1288284317641.

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With the industry foundation classes (IFC) building information modeling (BIM) standard (ISO 16739) being adopted by AASHTO as the national standard for modeling bridge and road infrastructure projects, there comes a great opportunity to upgrade the INDOT model development standard of roads and related assets to 2D+3D BIM. This upgrade complies with the national standard and creates a solid foundation for preserving accurate asset information for lifecycle data needs. This study reviewed the current modeling standards for drainage and pavement at different state DOTs and investigated the inter
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Соловйов, В. М., В. В. Соловйова та Д. М. Чабаненко. Динаміка параметрів α-стійкого процесу Леві для розподілів прибутковостей фінансових часових рядів. ФО-П Ткачук О. В., 2014. http://dx.doi.org/10.31812/0564/1336.

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Modem market economy of any country cannot successfully behave without the existence of the effective financial market. In the conditions of growing financial market, it is necessary to use modern risk-management methods, which take non-gaussian distributions into consideration. It is known, that financial and economic time series return’s distributions demonstrate so-called «heavy tails», which interrupts the modeling o f these processes with classical statistical methods. One o f the models, that is able to describe processes with «heavy tails», are the а -stable Levi processes. They can sli
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10

Domingo, Sonny, and Arvie Joy Manejar. Looking at Local Government Resilience through Network Data Envelopment Analysis. Philippine Institute for Development Studies, 2020. https://doi.org/10.62986/dp2020.19.

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The study looks into the disaster risk resilience of provincial governments in the Philippines using World Bank (WB) socioeconomic resiliency estimates and cross-sectional data generated by the Department of Interior and Local Government and the Philippine Statistics Authority. Treating provincial governments as decisionmaking units (DMUs) with bureaucratic sub-units at the provincial and city/municipal levels, composite efficiency scores were generated using an integrated Data Envelopment Approach. A WB-generated socioeconomic resiliency scorecard at the provincial level provided comparative
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