A Model of Asset and Liability Management and Monetary Shocks (DSGE Model)

Azam Ahmadian and Mahshid Shahchera

Journal of Money and Economy, 2014, vol. 9, issue 1, 57-91

Abstract: Asset-liability mismatch in balance sheet of banks shows serious challenges in banks because of the traditional methods of recording assets and liabilities at book value in Iran. The Central Bank of the country motivated and advised banks to take concrete steps in minimizing the mismatch in the asset-liability composition. This

Keywords: Banks; Asset and liability management; Financial shocks; Monetary policy (search for similar items in EconPapers)
Date: 2014
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