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Goal Programming Techniques for Bank Asset Liability Management

  • Book
  • © 2004

Overview

Authors:
  1. Kyriaki Kosmidou

    1. Department of Production Engineering and Management Financial Engineering Laboratory, Technical University of Crete, Chania, Greece

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  2. Constantin Zopounidis

    1. Department of Production Engineering and Management Financial Engineering Laboratory, Technical University of Crete, Chania, Greece

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    You can also search for this author in PubMed   Google Scholar

  • Combines both the concepts of bank ALM and goal programming techniques
  • Illustrates the contribution of goal programming techniques to bank ALM

Part of the book series: Applied Optimization (APOP, volume 90)

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Table of contents (5 chapters)

  1. Front Matter

    Pages i-xiii
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  2. Introduction

    Pages 1-42

  3. Review of the asset liability management techniques

    Pages 43-76

  4. Bank asset liability management methodology

    Pages 77-103

  5. Application

    Pages 105-147

  6. Conclusions and future perspectives

    Pages 149-154

  7. Back Matter

    Pages 155-166
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Keywords

About this book

Other publications that exist on this topic, are mainly focused on the general aspects and methodologies of the field and do not refer extensively to bank ALM. On the other hand the existing books on goal programming techniques do not involve the ALM problem and more specifically the bank ALM one. Therefore, there is a lack in the existing literature of a comprehensive text book that combines both the concepts of bank ALM and goal programming techniques and illustrates the contribution of goal programming techniques to bank ALM. This is the major contributing feature of this book and its distinguishing characteristic as opposed to the existing literature.

This volume would be suitable for academics and practitioners in operations research, management scientists, financial managers, bank managers, economists and risk analysts. The book can also be used as a textbook for graduate courses of asset liability management, financial risk management and banking risks.

Authors and Affiliations

  • Department of Production Engineering and Management Financial Engineering Laboratory, Technical University of Crete, Chania, Greece

    Kyriaki Kosmidou, Constantin Zopounidis

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