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Bank Asset and Liability Management (ALM) Model is a mathematical model that manage the bank's fund allocation. This Model used by bank to get an optimal profit and ensure the bank liability.<p>In this final project the Bank Asset and Liability Management (ALM) Model is developed by the m...

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محفوظ في:
التفاصيل البيبلوغرافية
المؤلف الرئيسي: AQUARINI (NIM 10104022), NARITA
التنسيق: Final Project
اللغة:Indonesia
الوصول للمادة أونلاين:https://digilib.itb.ac.id/gdl/view/11029
الوسوم: إضافة وسم
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المؤسسة: Institut Teknologi Bandung
اللغة: Indonesia
id id-itb.:11029
spelling id-itb.:110292017-09-27T11:43:05Z#TITLE_ALTERNATIVE# AQUARINI (NIM 10104022), NARITA Indonesia Final Project INSTITUT TEKNOLOGI BANDUNG https://digilib.itb.ac.id/gdl/view/11029 Bank Asset and Liability Management (ALM) Model is a mathematical model that manage the bank's fund allocation. This Model used by bank to get an optimal profit and ensure the bank liability.<p>In this final project the Bank Asset and Liability Management (ALM) Model is developed by the multiperiod stochastic linier programming. The model has objective function which maximizes the expected profit. The model's constraints have several functions. One of the constraint's functions is to represent the government regulation about banking. Others functions are to keep the bank's liquidity and cash flow.<p>In general this final project explains The ALM model from the basic theory to the applications. <br /> text
institution Institut Teknologi Bandung
building Institut Teknologi Bandung Library
continent Asia
country Indonesia
Indonesia
content_provider Institut Teknologi Bandung
collection Digital ITB
language Indonesia
description Bank Asset and Liability Management (ALM) Model is a mathematical model that manage the bank's fund allocation. This Model used by bank to get an optimal profit and ensure the bank liability.<p>In this final project the Bank Asset and Liability Management (ALM) Model is developed by the multiperiod stochastic linier programming. The model has objective function which maximizes the expected profit. The model's constraints have several functions. One of the constraint's functions is to represent the government regulation about banking. Others functions are to keep the bank's liquidity and cash flow.<p>In general this final project explains The ALM model from the basic theory to the applications. <br />
format Final Project
author AQUARINI (NIM 10104022), NARITA
spellingShingle AQUARINI (NIM 10104022), NARITA
#TITLE_ALTERNATIVE#
author_facet AQUARINI (NIM 10104022), NARITA
author_sort AQUARINI (NIM 10104022), NARITA
title #TITLE_ALTERNATIVE#
title_short #TITLE_ALTERNATIVE#
title_full #TITLE_ALTERNATIVE#
title_fullStr #TITLE_ALTERNATIVE#
title_full_unstemmed #TITLE_ALTERNATIVE#
title_sort #title_alternative#
url https://digilib.itb.ac.id/gdl/view/11029
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