High Performance Computing ( HPC ) Application Frameworks in Asset - Liability and Investment Risk Management
نویسندگان
چکیده
Asset-‐Liability BLOCKIN
منابع مشابه
High-Performance Computing for Asset-Liability Management
Financial institutions require sophisticated tools for risk management. For company-wide risk management both sides of the balance sheet should be considered, resulting in an integrated asset liability management approach. Stochastic programming models suit these needs well and have already been applied in the eld of asset liability management to improve nancial operations and risk management. ...
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تاریخ انتشار 2013