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ALM Modeling and Balance Sheet Optimization

- A Mathematical Approach to Banking
Af: Lucas Duarte Processi, Diogo Gobira Engelsk Hardback

ALM Modeling and Balance Sheet Optimization

- A Mathematical Approach to Banking
Af: Lucas Duarte Processi, Diogo Gobira Engelsk Hardback
Tjek vores konkurrenters priser

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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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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Se mere i:
Produktdetaljer
Sprog: Engelsk
Sider: 216
ISBN-13: 9783110664225
Indbinding: Hardback
Udgave:
ISBN-10: 3110664224
Kategori: Serviceerhverv
Udg. Dato: 24 jul 2023
Længde: 18mm
Bredde: 245mm
Højde: 177mm
Forlag: De Gruyter
Oplagsdato: 24 jul 2023
Forfatter(e): Lucas Duarte Processi, Diogo Gobira
Forfatter(e) Lucas Duarte Processi, Diogo Gobira

Kategori Serviceerhverv

ISBN-13 9783110664225

Sprog Engelsk

Indbinding Hardback

Sider 216

Udgave

Længde 18mm

Bredde 245mm

Højde 177mm

Udg. Dato 24 jul 2023

Oplagsdato 24 jul 2023

Forlag De Gruyter

Kategori sammenhænge