An (interactive) decision support system for bank asset liability management

The paper presents a short overview of the major quantifiable conflicting goals in bank asset/liability management and their definitions in our Multi-Criteria-Decision-Making (MCDM) model and DSS. Uncertain parameters are considered by user-given scenarios and the use of risk evaluation through risk measures. The paper describes the decision method (reference point approach) and the (interactive) decision support system IDS-SBALM and its features with respect to DSS methodology. Finally, it provides a short example of the model and some possible banking strategies.