CMMU Faculty member guest speaker at KASIKORN BANK Treasury Symposium

On Friday 24, 2012, Dr. Roy Kouwenberg will give an invited talk at the Treasury Symposium “Challenges in Commercial Bank Portfolio Management”, organized by KASIKORNBANK. The title of the talk is “Optimization for Asset and Liability Management”. The presentation is on how banks and institutional investors can use scenario optimization tools to improve their risk management and profitability. According to research by Dr. Kouwenberg and other experts in the field, a crucial ingredient for successfully applying optimization models in finance is the quality of the inputs, such as expected returns and interest rate scenarios. The talk will also cover optimization techniques such as stochastic programming and applications to bank ALM. The Treasury Symposium on 24-25 February is organized by the Central Treasury Department of KASIKORNBANK.