Optimizing the net interest margin of a bank : An extension of the Black-Litterman model with financial regulations
A bank's business model is based on borrowing and lending, and by borrowing funds at a lower rate and lending these funds at a higher rate, the bank makes a profit. Thus, a key task in each bank's operations is to maximize its net interest margin. In addition, in optimizing the net interes...
| Main Authors: | , |
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| Format: | Others |
| Language: | English |
| Published: |
KTH, Optimeringslära och systemteori
2018
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| Subjects: | |
| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-230701 |