✦ LIBER ✦

Liability and asset uncertainty for banks

✍ Scribed by Case M. Sprenkle

Book ID: 116134571
Publisher: Elsevier Science
Year: 1987
Tongue: English
Weight: 720 KB
Volume: 11
Category: Article
ISSN: 0378-4266
DOI: 10.1016/0378-4266(87)90027-6

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## Abstract Quantitative modelling of the asset‐liability management (ALM) problem faced by banking institutions is reexamined in this paper. The model presented here joins stochastic programming with non‐linear goal programming (SNGP). A bank optimization model with multiple objectives, multiple n