Toronto-Dominion Tests New Asset/Liability Analysis System

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Toronto-Dominion Bank is piloting a new method of valuing embedded options in loan portfolios developed by the Kamakura Corporation, a Tokyo-based risk consultancy house.

The Kamakura system is being tested by staff at Toronto-Dominion's asset/liability management department at the bank's Toronto headquarters.

It is integrated with bank-wide risk management software supplied by Treasury Services Corp. (TSC), a California-based software house.

These asset/liability management systems are used to

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