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A case study for unlocking the potential of deep learning in asset-liability-management [PDF]
Frontiers in Artificial Intelligence, 2023 The extensive application of deep learning in the field of quantitative risk management is still a relatively recent phenomenon. This article presents the key notions of Deep Asset-Liability-Management (“Deep ALM”) for a technological transformation in ...
Thomas Krabichler, Josef Teichmann
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Theoretical analysis on Asset-Liability Management of liquidity risk: the case of Islamic banks [PDF]
SHS Web of Conferences, 2021 The main objective of this research is to identify and review all the studies conducted to investigate the relationship between liquidity risk and Asset-Liability Management in Islamic banks.
Ait Malhou Fatima, Maimoun Ahmed
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Journal of Function Spaces, 2021 How do investors require a distribution of the wealth among multiple risky assets while facing the risk of the uncontrollable payment for random liabilities?
Shuang Li +4 more
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Ranking the methods to improve asset-liability management in commercial banks of Iran using the hybrid MCDM approach (case study: Tehran branches of Sepah Bank) [PDF]
تصمیم گیری و تحقیق در عملیات, 2023 Purpose: The main objective of this study is to rank methods of improving debt-asset management at branches of Bank Sepah in Tehran.Methodology: Questionnaires were the tool to collect data, and statistical sample is 146 managers and experts of Bank ...
Seyed Fakhreddin Fakhrhosseini +1 more
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Application of deep reinforcement learning in asset liability management
Intelligent Systems with Applications, 2023 Asset Liability Management (ALM) is an essential risk management technique in Quantitative Finance and Actuarial Science. It aims to maximise a risk-taker's ability to fulfil future liabilities.
Takura Asael Wekwete +2 more
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Asset Liability Management of Conventional and Islamic Banks in Malaysia
Al-Iqtishad: Jurnal Ilmu Ekonomi Syariah, 2016 The objective of the paper is to investigate the effect of asset liability management on the financial performance of 6 conventional and 6 Islamic banks in Malaysia during the period of 2010 to 2013.
Yee Loon Mun +1 more
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Asset liability management in credit unions: Evidence from Brazil [PDF]
Revista Contabilidade & FinançasThis study aims to analyze the matching of discretionary asset and liability accounts in Brazilian credit unions and their evolution over time. Asset liability management for discretionary accounts and their evolution over time have not been addressed in
Flávia Zancan +1 more
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Future Business Journal, 2022 This study applies statistical cost accounting method to a sample of 106 sub-Saharan African microfinance institutions (MFIs) during 2014–2018 to investigate the relationship between asset-liability management and financial performance.
Mulualem Getahun Abebe
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Open Mathematics, 2022 The asset-liability management problem with cash flow under an uncertain exit time has been investigated in this article, which is based on the fundamental framework of the mean-variance model in the multi-period version.
Liu Wei, Sun Youfa, Chen Xu
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Assets and Liabilities Management: A Determinant of Financial Performance of Pension Funds Administrators (PFAs) [PDF]
Annals of Dunarea de Jos University. Fascicle I : Economics and Applied InformaticsThe financial performance of pension fund administrators is greatly influenced by their ability to effectively manage assets and liabilities. Therefore, this study aims to investigate asset and liability management on financial performance, focusing on ...
Moses Tunde Oyerinde +2 more
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