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| Author: | Güven, S. Persentili, E. |
| Title: | A linear programming model for bank balance sheet management |
| Journal: | Omega
1997 : AUG, VOL. 25:4, p. 449-459 |
| Index terms: | LINEAR PROGRAMMING BANKING BALANCE SHEETS POLICY |
| Language: | eng |
| Abstract: | One of the most prominent issues in bank strategic planning is bank balance-sheet management which involves the determination of the size and composition of a bank's assets and liabilities over a multiperiod planning horizon. Also legal restrictions and minimum safety requirements, dictated by the economic and political environment operated in, mean a balance has to be struck between the conflicting objectives of liquidity, profitability and risk. The fact that decisions made at any point in time affect liquidity, profit and risk, not only at the time they are made, but in the following periods, makes bank balance-sheet management further complicated. This article discusses a multiperiod linear programming model constructed for a commercial bank in Turkey. |
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