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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Bank Resolution Trade-Offs Under Coupled Liquidity and Credit Risks: An Agent-Based Network Analysis of Systemic Stability [PDF]
EntropyProlonged downturns in the global economy have simultaneously increased banks’ credit risk exposures and intensified the need for effective liquidity management.
Qianqian Gao +3 more
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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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A Bank Asset and Liability Management Model [PDF]
Operations Research, 1986 In managing its assets and liabilities in light of uncertainties in cash flows, cost of funds and return on investments, a bank must determine its optimal trade-off between risk, return and liquidity. In this paper we develop a multiperiod stochastic linear programming model (ALM) that includes the essential institutional, legal, financial, and bank ...
Kusy, M.I., Ziemba, W.T.
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Financial Mechanism for Managing the Assets and Liabilities of Banks [PDF]
Облік і фінанси, 2019 The complexity and versatility of the managing for bank's activity requires a balance of assets and liabilities, which are interrelated, and necessitates the formation of the financial mechanism for their management.
Zoryana Matsuk +2 more
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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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Modeling of asset-liability management in Bank Melli Iran under uncertainty: fractional programming model approach [PDF]
تصمیم گیری و تحقیق در عملیات, 2021 Asset- Liability Management (ALM) is an important activity in strategic planning of banks and it can be seen as an optimization issue where banks want to achieve their specific goals.
Masoumeh Labbafi +2 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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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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