Prototype for the Model-Based Assets and Liabilities Management Support System
Aleksandra Zhukova, Anna Flerova, Maxim Tarasenko, Alexey Chernov, Ruslan Gabbasov · 2024
This paper presents the prototype of the instrument that supports the control of assets and liabilities by a bank using the mathematical computations. The specifics of the approach lies in the application of the recent advances in the control theory to provide the strategic analysis for various planning horizons and scenarios of external and internal factors.