haku: @indexterm scenarios / yhteensä: 191
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| Tekijä: | Korhonen, A. |
| Otsikko: | A dynamic bank portfolio planning model with multiple scenarios, multiple goals and changing priorities. |
| Lehti: | European Journal of Operational Research
1987 : JAN, VOL. 30:1, p. 13-23 |
| Asiasana: | GOAL PROGRAMMING ASSETS AND LIABILITIES BANKING SCENARIOS PORTFOLIO MANAGEMENT |
| Kieli: | eng |
| Tiivistelmä: | Discussed is a practical application of a two-stage linear goal programming model to the management of the domestic and foreign currency denominated assets and liabilities of a large bank. The planning horizon includes three one-year periods. A number of alternative scenarios are used to describe uncertainty concerning future development in these periods. The scenarios are related to general economic conditions. The bank is assumed to have multiple conflicting goals with different and changing priorities. The goals deal with several aspects of the bank's operations. |
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