The Asset Liability Management (ALM) process in a bank is multidimensional in nature. The best possible trade off solution for profitability will have to strike an appropriate balance among the key drivers viz., advances, investments, deposits and other income (non-interest income), while...

Purpose -Asset liability management is a multi-dimensional set of activities. Against this backdrop, the purpose of this paper is to build a goal programming model for optimally determining the asset allocation and liability composition for Indian Banks. Design/methodology/approach -The...

Purpose – Asset liability management is a multi-dimensional set of activities. Against this backdrop, the purpose of this paper is to build a goal programming model for optimally determining the asset allocation and liability composition for Indian Banks. Design/methodology/approach – The...