About this document
Optimal Control of Bank Balance Sheets by romuald ouabo is a document available to read on EtoBox.
The document proposes a mathematical model of bank balance sheet dynamics and analyzes an optimal control problem related to balance sheet management. It describes the basic components and functions of a bank balance sheet, including assets like reserves, securities, loans, and liabilities like deposits and capital. The model aims to help banks simulate scenarios and stress tests to improve long-term balance sheet management and portfolio optimization. It also derives optimality conditions for controlling a
- Author
- romuald ouabo
- Language
- EN