Un model de decisió per al mercat interbancari
In the context of a banking organization, the medium and short term planning is fundamentally based on the conduction of the liability flows (inert and exogenous) towards some asset flows (voluntary, subject to constraints). However, there is a type of liability which is voluntary like the assets. T...
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| Formato: | artículo |
| Fecha de publicación: | 1980 |
| País: | España |
| Recursos: | Universitat Politècnica de Catalunya (UPC) |
| Repositorio: | UPCommons. Portal del coneixement obert de la UPC |
| Idioma: | catalán |
| OAI Identifier: | oai:upcommons.upc.edu:2099/5478 |
| Acesso em linha: | https://hdl.handle.net/2099/5478 |
| Access Level: | acceso abierto |
| Palavra-chave: | Operations research Investigació operativa Classificació AMS::90 Operations research, mathematical programming::90B Operations research and management science |
| Resumo: | In the context of a banking organization, the medium and short term planning is fundamentally based on the conduction of the liability flows (inert and exogenous) towards some asset flows (voluntary, subject to constraints). However, there is a type of liability which is voluntary like the assets. This is the inter-bank liability which can be contracted directly to other banks. The optimization of the levels of this liability is the subject dealt with in this paper. The tool used to solve this problem has been dynamic programming, and those systems of decomposition that simplify the determination of the optimum policy Neither the legal implications of this activity (e.g. the attitude of the "Banco de España") nor the difficulties of estimating the exogenous variables used, are addressed to in this work. |
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