ALM Modeling and Balance Sheet Optimization

A Mathematical Approach to Banking

Diogo Gobira, Lucas Processi, Lucas Duarte Processi

• Publisher: De Gruyter
• Year: 2023
• eBook ISBN:
  9783110664386
• Topic: Commerce
• Subtopic: Assurance

The Moorad Choudhry Global Banking Series
edited by Professor Moorad Choudhry

The Moorad Choudhry Global Banking series is a new collection of books aimed at market practitioners, academics and graduate students in key areas of global banking. It covers core topics such as risk management, corporate governance and strategy, as well as recent developments affecting the future of banking, including digital banking, machine learning, fintech, blockchain and the latest in product development.

The series is designed to be all-encompassing, with titles ranging from technical and specialist areas such as derivatives central clearing to wider areas of social interest such as corporate governance and corporate social responsibility in banking. It aims to present current and future best-practice in all aspects of banking, from the world's leading writers on this topic. Authors will be experienced and respected practitioners and academics from globally recognised institutions.

The series engages a global perspective on the changing nature of banking. It seeks authors with innovative approaches to the subject or an interest in challenging established conventions. It welcomes both monographs and edited collections that share these aims. We are looking for interesting new book proposals, which might include:

• Individual monographs which allow research ideas to be developed at greater length than might be possible in journal articles

• Edited volumes which draw together multiple contributors from different organisations and institutions around a particular theme

• Technical publications covering specialist topics

• Contributions which offer novel approaches to any aspect of banking.

Series Editor:
If you are interested in submitting a proposal or have any questions, please contact the Series Editor:
[email protected]
Professor Moorad Choudhry
P.O. Box 101 East Horsley KT24 5EU
England
Mobile/WhatsApp [phone]

Moorad Choudhry about his series at De Gruyter: https://www.youtube.com/watch?v=VYFpIjrz8Yo&list=PLfcENNPixVmNtH86X0G6YnYOF9GLh3Tu9&index=3

Table of contents

• Title Page
• Copyright
• Contents
• 1 Introduction
• 2 Modeling Guidelines
• 3 Fundamental Concepts: Balance Sheet Model
• 4 Fundamental Concepts: Mathematical Programming
• 5 Data Preparation Pipeline
• 6 Building the Model: Foundations
• 7 Building the Model: Business Rules
• 8 Running the Model
• 9 Adding Uncertainty
• 10 Troubleshooting Strategies
• 11 Conclusions
• Subject Index