ALM in Banks (Revised 8-96)

Giovanni Barone-Adesi

Rodney L. White Center for Financial Research Working Papers from Wharton School Rodney L. White Center for Financial Research

Abstract: Assets and liabilities management practices currently in use are reviewed. Some of the improvements currently under development are presented. Potential problems in the application of current ALM techniques to universal banks are considered.

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Persistent link: https://EconPapers.repec.org/RePEc:fth:pennfi:24-94

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