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, ...
Read More
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.
Read Less
Add this copy of ALM Modeling and Balance Sheet Optimization: A to cart. $60.84, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2023 by De Gruyter.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
New. Print on demand Contains: Illustrations, black & white, Tables, black & white. Moorad Choudhry Global Banking Series . 5 b/w ill., 11 b/w tbl. Intended for professional and scholarly audience.
Add this copy of ALM Modeling and Balance Sheet Optimization: A to cart. $64.29, new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2023 by De Gruyter.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
New. Contains: Illustrations, black & white, Tables, black & white. Moorad Choudhry Global Banking Series . 5 b/w ill., 11 b/w tbl. Intended for professional and scholarly audience. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Alm Modeling and Balance Sheet Optimization: a to cart. $64.30, new condition, Sold by BargainBookStores rated 3.0 out of 5 stars, ships from Grand Rapids, MI, UNITED STATES, published 2023 by de Gruyter.
Add this copy of ALM Modeling and Balance Sheet Optimization: A to cart. $87.36, new condition, Sold by Booksplease rated 4.0 out of 5 stars, ships from Southport, MERSEYSIDE, UNITED KINGDOM, published 2023 by De Gruyter.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
New. Contains: Illustrations, black & white, Tables, black & white. Moorad Choudhry Global Banking Series . 5 b/w ill., 11 b/w tbl. Intended for professional and scholarly audience.
Add this copy of Alm Modeling and Balance Sheet Optimization: a to cart. $88.99, new condition, Sold by Russell Books rated 4.0 out of 5 stars, ships from Victoria, BC, CANADA, published 2023 by De Gruyter.
Add this copy of Alm Modeling and Balance Sheet Optimization to cart. $89.90, new condition, Sold by Ria Christie Books rated 5.0 out of 5 stars, ships from Uxbridge, MIDDLESEX, UNITED KINGDOM, published 2023 by De Gruyter.
