Preparation And Management Of Commercial Bank’s Investment Portfolio

Bank's Investment Portfolio is very sensitive barometer of external politic and economic factors. The present book focuses first, on the definition of investment portfolio structure.Secondly, focus was put on the methodology of optimization,especially MGARCH models and Optimization Mean-Variance.The experimental campaign to obtain the effects of regulation interventions in Greece about the period of debt crisis.Thirdly, based on the experimental results obtained, econometric model was constructed for tree countries-Greece,Germany,France. This was obtained on the constructing of multi GARCH model to describe the correlations and volatility of these markets. Finally the last part of the study focuses on the problems in Bulgaria and her banking sector. The modelling includes elements of three science disciplines -banking,international finance and investment portfolio management.