Integrated Asset-Liability Management: An Implementation Case Study
[ialm.pdf, 193K, 27pp]. Account of how Fannie Mae has implemented aspects of integrated asset-liability management in different lines of its housing finance business, March 1996. Published in Ziemba and Mulvey (editors), Worldwide Asset and Liability Modeling, Cambridge University Press, 1998.

Other Work on ALM in Financial Institutions and Mortgage Finance
[MRH_vita.pdf, 58K, 9pp]. Several papers by Martin Holmer published in Operations Research, Interfaces, and European Journal of Operational Research.