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A multiobjective model for bank asset liability management : the case of a Tunisian bank

Chakroun, Fatma; Abid, Fathi - In: The IUP journal of financial risk management : IJFRM 10 (2013) 4, pp. 35-56

Persistent link: https://www.econbiz.de/10010375515

A Multiobjective Model for Bank Asset Liability Management : The Case of a Tunisian Bank

Chakroun, Fatma - 2014

This paper presents the application of a Goal Programming (GP) model to develop an Asset Liability Management (ALM) strategy from a balance sheet of a Tunisian commercial bank. The model determines the optimal structure of the balance sheet for the year 2007. To reach the objective, the paper...

Persistent link: https://www.econbiz.de/10013050758

A Multi-Objective Model for Bank Asset Liability Management : The Case of a Tunisian Bank

Chakroun, Fatma - 2014

This paper presents the application of a goal programming (GP) model to develop an asset liability management (ALM) strategy from a balance sheet of a Tunisian commercial bank. The model determines the optimal structure of the balance sheet for the year 2007. To reach our objective, we have...

Persistent link: https://www.econbiz.de/10013064207