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Deep treasury management for banks

Retail banks use Asset Liability Management (ALM) to hedge interest rate risk associated with differences in maturity and predictability of their loan and deposit portfolios. The opposing goals of profiting from maturity transformation and hedging interest rate risk while adhering to numerous regula...

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Detalles Bibliográficos
Autores principales: Englisch, Holger, Krabichler, Thomas, Müller, Konrad J., Schwarz, Marc
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Frontiers Media S.A. 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10073554/
https://www.ncbi.nlm.nih.gov/pubmed/37035532
http://dx.doi.org/10.3389/frai.2023.1120297