The moorad choudhry global banking series alm modeling and balance sheet optimization
Uiterlijk 24 januari in huis
ALM Modeling and Balance Sheet Optimization is a comprehensive book that combines theoretical exploration with practical guidance and code examples on implementing a balance sheet optimization model. The book emphasizes the use of stochastic dynamic programming to develop a deep and holistic understanding of the banking problem. Encompassing the entire implementation stack spanning from data layers to the specification of decision variables, business and regulatory constraints, objective functions, modeling strategies, solving techniques, debugging, and reporting this book serves as a comprehensive guide for constructing highly effective balance optimization models from scratch, enabling the maximization of banking outcomes.
Readers will learn how to build a mathematical model capable of generating projections for portfolios; balance sheet, income and cash flow statements; capital, and risk measures in real-world scenarios. This practical approach is particularly valuable for professionals involved in integrated stress testing, capital adequacy assessment, financial planning, and optimization tasks. In essence, the book offers valuable insights into the challenges of balance sheet optimization, providing readers with the necessary tools to build their own dynamic and comprehensive ALM models.
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Taal: en
Bindwijze: Hardcover
Oorspronkelijke releasedatum: 24 juli 2023
Aantal pagina's: 350
Illustraties: Nee
Hoofdauteur: Diogo Gobira
Tweede Auteur: Lucas Processi
Hoofduitgeverij: De Gruyter
Extra groot lettertype: Nee
Product breedte: 170 mm
Product lengte: 240 mm
Verpakking breedte: 175 mm
Verpakking hoogte: 22 mm
Verpakking lengte: 243 mm
Verpakkingsgewicht: 502 g
EAN: 9783110664225