ALM Modeling and Balance Sheet Optimization: A Mathematical Approach to Banking (The Moorad Choudhry Global Banking Series)

This comprehensive guide provides a holistic understanding of balance sheet optimization in banking, offering practical guidance and code examples for implementing a stochastic dynamic programming model.

With a focus on building a mathematical model capable of generating projections for portfolios, balance sheets, income and cash flow statements, capital, and risk measures, this book serves as a valuable resource for professionals involved in integrated stress testing, capital adequacy assessment, financial planning, and optimization tasks.

Readers will learn how to build their own dynamic and comprehensive ALM models, providing them with the necessary tools to tackle complex balance sheet challenges.

Don't miss out on this opportunity to enhance your understanding of balance sheet optimization and take your banking skills to the next level!