Bank balance sheet optimization

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dc.contributor.authorJudice, P.
dc.date.accessioned2024-05-03T09:51:56Z
dc.date.available2024-05-03T09:51:56Z
dc.date.issued2023
dc.date.updated2024-05-03T10:51:18Z
dc.description.abstractThe management and optimization of balance sheets is one of the most important problems for banks and financial stability. We review the foundations of the general balance sheet optimization problem, specifically addressing the most important risks a bank faces. We then review the literature on balance sheet optimization, which has been developed over several decades. The methods gained importance after the subprime crisis, with the need for stronger balance sheets, and have seen several improvements recently.eng
dc.description.versioninfo:eu-repo/semantics/acceptedVersion
dc.identifier.citationJudice, P. (2023). Bank balance sheet optimization. Reference Module in Social Sciences. Elsevier. https://doi.org/10.1016/B978-0-44-313776-1.00023-4
dc.identifier.doi10.1016/B978-0-44-313776-1.00023-4
dc.identifier.isbn9780443157851
dc.identifier.urihttp://hdl.handle.net/10071/31650
dc.language.isoeng
dc.peerreviewedyes
dc.publisherElsevier
dc.relation.ispartofReference Module in Social Sciences
dc.rightsopen access
dc.subjectAsset-liability managementeng
dc.subjectBalance sheet optimizationeng
dc.subjectBanca -- Bankingeng
dc.subjectRisco de crédito -- Credit riskeng
dc.subjectFinanceeng
dc.subjectFinancial stabilityeng
dc.subjectInterest rate riskeng
dc.subjectLiquidity riskeng
dc.subjectOtimização -- Optimizationeng
dc.subjectRisk managementeng
dc.titleBank balance sheet optimizationeng
dc.typebookPart
dspace.entity.typePublicationen
iscte.identifier.cienciahttps://ciencia.iscte-iul.pt/id/ci-pub-97901

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