i. Cash-flow Matching:
In this form of hedging the liability cash flows are exatly matched with the asset cash flows.
ii. Duration Matching:
The duration of liabilities and assets are matched.
iii. Contingent Immunization:
As long as the Present Value of Assets (PVA) is more than the the Present Value of Liabilites (PVL), the portfolio could be actively managed. However, if PVA becomes smaller than the PVL, then the portfolio must be immediately immunized.
iv. Horizon Matching:
This is an intermediate strategy between cash-flow matching and Duration matching. The short term liabilites are cash-flow matched, while the long term liabilities are duration matched.
i. Pure Indexing
ii. Enhanced Indexing
iii. Active Management
Fixed Income return can be broken down into five components viz.
\[ r_p = r_i + \frac{V_B}{V_E}*(r_i - r_b) \] where,