Asset liability management throughout macroeconomic cycle in financial institutions
Thesis (S.M.)--Massachusetts Institute of Technology, Sloan School of Management, 2013.
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| Format: | Thesis |
| Language: | eng |
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Massachusetts Institute of Technology
2013
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| Online Access: | http://hdl.handle.net/1721.1/80669 |
| _version_ | 1811089771934515200 |
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| author | Yan, Jingsi |
| author2 | Xavier Giroud. |
| author_facet | Xavier Giroud. Yan, Jingsi |
| author_sort | Yan, Jingsi |
| collection | MIT |
| description | Thesis (S.M.)--Massachusetts Institute of Technology, Sloan School of Management, 2013. |
| first_indexed | 2024-09-23T14:24:28Z |
| format | Thesis |
| id | mit-1721.1/80669 |
| institution | Massachusetts Institute of Technology |
| language | eng |
| last_indexed | 2024-09-23T14:24:28Z |
| publishDate | 2013 |
| publisher | Massachusetts Institute of Technology |
| record_format | dspace |
| spelling | mit-1721.1/806692019-04-10T17:22:15Z Asset liability management throughout macroeconomic cycle in financial institutions Yan, Jingsi Xavier Giroud. Sloan School of Management. Sloan School of Management. Sloan School of Management. Thesis (S.M.)--Massachusetts Institute of Technology, Sloan School of Management, 2013. Cataloged from PDF version of thesis. Includes bibliographical references (p. 40). In this thesis, we are going to study asset liability management throughout the macroeconomic cycle in financial institutions. There are two important problems in financial institutions. The first is that asset and liability management has significant effects on the financial institution's value. The second is that in different stages of the macroeconomic cycle, the effect of asset and liability management approaches is not same. Therefore, the purpose of the thesis is to study how asset liability management causes economic consequences for financial institutions and in what capacity. In this thesis, based on the analysis of asset liability management and the economic cycle, we establish a dynamic system to simulate how a financial institution makes decision throughout economic cycles. In order to simulate the system, we established a model to reflect how the economic cycle affects the financial institution's value by using the economic relationship and we built up the decision making progress. Then we simulate the system through Matlab. From the simulation results, we can observe the changes of system in the given time horizon. by Jingsi Yan. S.M. 2013-09-12T19:18:15Z 2013-09-12T19:18:15Z 2013 2013 Thesis http://hdl.handle.net/1721.1/80669 857767940 eng M.I.T. theses are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. See provided URL for inquiries about permission. http://dspace.mit.edu/handle/1721.1/7582 [viii], 40 p. application/pdf Massachusetts Institute of Technology |
| spellingShingle | Sloan School of Management. Yan, Jingsi Asset liability management throughout macroeconomic cycle in financial institutions |
| title | Asset liability management throughout macroeconomic cycle in financial institutions |
| title_full | Asset liability management throughout macroeconomic cycle in financial institutions |
| title_fullStr | Asset liability management throughout macroeconomic cycle in financial institutions |
| title_full_unstemmed | Asset liability management throughout macroeconomic cycle in financial institutions |
| title_short | Asset liability management throughout macroeconomic cycle in financial institutions |
| title_sort | asset liability management throughout macroeconomic cycle in financial institutions |
| topic | Sloan School of Management. |
| url | http://hdl.handle.net/1721.1/80669 |
| work_keys_str_mv | AT yanjingsi assetliabilitymanagementthroughoutmacroeconomiccycleinfinancialinstitutions |