Mathematical programming for assets and liabilities management in a commercial bank

Mathematical programming for assets and liabilities management in a commercial bank

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Article ID: iaor1992191
Country: United Kingdom
Start Page Number: 149
End Page Number: 157
Publication Date: Aug 1991
Journal: Operations Research Letters
Authors: , , ,
Keywords: programming: mathematical
Abstract:

Assets and liabilities management has always been of primary importance to a commercial bank. This paper presents the development of a number of mathematical programming models over a period of approximately 4 years, in order to address this problem in the Commerical Bank of Greece.

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