Asset Liability Management Optimization: A Practitioner's Guide to Balance Sheet Management and Remodelling

  • 3h 58m
  • Beata Lubinska
  • John Wiley & Sons (UK)
  • 2020
This book offers a step-by-step process for modeling and reshaping a bank's balance sheet. Based on the author's extensive research, it describes how to apply a quantifiable optimization method to help maximize asset return and minimize funding cost in the banking book.