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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...
Autores principales: | Englisch, Holger, Krabichler, Thomas, Müller, Konrad J., Schwarz, Marc |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Frontiers Media S.A.
2023
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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 |
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