Toronto-Dominion Tests New Asset/Liability Analysis System


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

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options

If you already have an account, please sign in here.

Next-generation technologies and the future of trading

At a webinar in association with capital markets technology provider Numerix, panellists discuss the potential for increased adoption of the public cloud to boost investment performance, its impact on risk management and overcoming barriers to…

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here