Please use this identifier to cite or link to this item:
http://hdl.handle.net/10071/31650| Author(s): | Judice, P. |
| Date: | 2023 |
| Title: | Bank balance sheet optimization |
| Book title/volume: | Reference Module in Social Sciences |
| Reference: | Judice, P. (2023). Bank balance sheet optimization. Reference Module in Social Sciences. Elsevier. https://doi.org/10.1016/B978-0-44-313776-1.00023-4 |
| ISBN: | 9780443157851 |
| DOI (Digital Object Identifier): | 10.1016/B978-0-44-313776-1.00023-4 |
| Keywords: | Asset-liability management Balance sheet optimization Banca -- Banking Risco de crédito -- Credit risk Finance Financial stability Interest rate risk Liquidity risk Otimização -- Optimization Risk management |
| Abstract: | The 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. |
| Peerreviewed: | yes |
| Access type: | Open Access |
| Appears in Collections: | BRU-CLI - Capítulos de livros internacionais |
Files in This Item:
| File | Size | Format | |
|---|---|---|---|
| bookPart_97901.pdf | 295,15 kB | Adobe PDF | View/Open |
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