Deep treasury management for banks

HIGHLIGHTS

• who: Holger Englisch from the Zurich University of Applied Sciences, Switzerland have published the research work: Deep treasury management for banks, in the Journal: (JOURNAL)
• what: This article approaches these two tasks: the authors develop a modeling framework for ALM and use deep learning techniques to find optimal investment and financing decisions. While most of the work on deep hedging focuses on managing financial derivatives, Krabichler and Teichmann apply the DSC approach to the problem of funding and hedging a runoff portfolio. Since the authors are going to introduce a considerable number of variables, the . . .
  

   

  

  If you want to have access to all the content you need to log in!

  Thanks :)

  Username or E-mail:

  If you don't have an account, you can create one here.