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Record W4407174786 · doi:10.3905/jpm.2025.1.683

The Strategic Role of Balance Sheet Management in Asset Management

2025· article· en· W4407174786 on OpenAlexaff
Redouane Elkamhi, Jacky S. H. Lee, Marco Salerno

Bibliographic record

VenueThe Journal of Portfolio Management · 2025
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicInsurance and Financial Risk Management
Canadian institutionsCARE Canada
Fundersnot available
KeywordsBalance sheetOff-balance-sheetBalance (ability)BusinessAsset managementAsset (computer security)EconomicsFinanceComputer science

Abstract

fetched live from OpenAlex

Balance sheet management (BSM) plays a critical role in optimizing the financial stability and performance of institutional investors. This article explores the strategic dimensions of BSM from a buy-side perspective, emphasizing its importance in liquidity management, collateral optimization, and risk mitigation. With the growing inclusion of private assets in institutional portfolios, BSM capabilities have become increasingly complex, demanding advanced strategies to balance liquidity needs and sustain investment objectives across both liquid and illiquid asset classes. Key elements such as collateral management and liquidity planning are critical components of the overall BSM strategy, involving tools like centralized collateral systems, portfolio margining, and collateral transformation to maximize resource efficiency. These tools allow for timely, cost-effective access to high-quality collateral, even during periods of market stress.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.002
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.005
Threshold uncertainty score0.007

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.002
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.001
Science and technology studies0.0010.002
Scholarly communication0.0050.003
Open science0.0000.001
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0020.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.012
GPT teacher head0.224
Teacher spread0.212 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2025
Admission routes1
Has abstractyes

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