Liability Sensitivity: Duration Estimate vs Full Revaluation
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Lessons in this course
- The DB Benefit Formula: Accrual Rate × Service × Final SalaryFree
- Projected Benefit Cash Flows by Year Pro
- The Liability: Present Value of Benefit Cash Flows with NPV Pro
- Funding Ratio, Surplus & Deficit and a Simple Stress Test Pro
- Liability Sensitivity: Duration Estimate vs Full Revaluation Pro
- Closing the Deficit: Recovery-Plan Contributions with PMT Pro
- Asset Allocation: Expected Return vs Liability Growth Pro
- Liability-Driven Investing: Interest-Rate Hedge Ratio by Duration Matching Pro