ALM Modeling and Balance Sheet Optimization 1st Edition

ALM Modeling and Balance Sheet Optimization (1st Edition) by Diogo Gobira and Lucas Duarte Processi is a practical, modern guide for finance professionals seeking to transform asset-liability management into a strategic advantage.

Capture immediate value with clear frameworks for ALM modeling, liquidity and interest-rate risk measurement, and data-driven balance sheet optimization. The authors translate advanced quantitative concepts into actionable workflows—scenario analysis, stress testing, stochastic forecasting, and constrained optimization—so treasury teams, risk managers, and CFOs can make confident, regulatory-aware decisions.

Explore step-by-step methodologies that bridge theory and practice: model construction, calibration, performance metrics, and optimization under capital and liquidity constraints. Emphasis on implementation and interpretability makes this book ideal for banks, financial institutions, and consultants across Europe, Latin America, North America, and Asia-Pacific who need pragmatic solutions aligned with Basel-era requirements and local market conditions.

Imagine a more resilient balance sheet: reduced funding costs, improved capital allocation, and clearer risk-return trade-offs—backed by quantitative rigor. Whether you’re building an ALM framework from scratch or refining existing models, this edition provides the strategic perspective and technical detail required to drive measurable results.

Concise, authoritative, and accessible, ALM Modeling and Balance Sheet Optimization is the essential reference for professionals committed to smarter, compliant, and profitable balance sheet management. Order your copy today to upgrade your ALM practice and future-proof financial decision-making.

Note: eBooks do not include supplementary materials such as CDs, access codes, etc.