Multi-Level Optimisation for Loan Portfolios
The paper introduces a model for optimizing loans across four retail asset classes, considering regulatory and capital constraints, and compares the optimized portfolio to the original for potential benefits.
Featured in No. 56 on 10 Jul 2024 · on release day
- Released
- 10 Jul 2024
- First featured
- No. 56 · 10 Jul 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 20
- Identifier
- RePEc:ids:ijicbm:v:32:y:2024:i:2:p:164-186
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