- Tytuł:
- Contemporary challenges in the Asset Liability Management
- Autorzy:
- Lubinska, Beata
- Powiązania:
- https://bibliotekanauki.pl/articles/583533.pdf
- Data publikacji:
- 2018
- Wydawca:
- Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
- Tematy:
-
optimization model
interest rate risk in the banking book
liquidity risk
objective function
constraints functions - Opis:
- The role of the active management of the banking book in the banking industry is constantly growing. The efficient and productive use of a bank’s resources subject to consolidated risk and return appetite remains of upmost importance for banks of all sizes. Therefore, the use of optimization techniques to manage the banking book of a financial institution is becoming an imperative to remain profitable. This article states that application of the optimization techniques can provide useful information to understand the target structure for the banking book in terms of its composition of liabilities and is an important tool to decrease the overall cost of funding. Moreover, the application of the optimization techniques in this article is seen as the integration of the exposure to the financial risks into one approach.
- Źródło:
-
Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu; 2018, 519; 135-145
1899-3192 - Pojawia się w:
- Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu
- Dostawca treści:
- Biblioteka Nauki
Artykuł