Optimization of Asset and Liability Management of Banks with Minimum Possible Changes

Asset-Liability Management (ALM) of banks is defined as simultaneous planning of all bank assets and liabilities under different conditions and its purpose is to maximize profits and minimize the risks in banks by optimizing the parameters in the balance sheet. Most of the studies `and proposed mode...

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Bibliographic Details

Published in:	Mathematics
Main Authors:	Pejman Peykani, Mostafa Sargolzaei, Mohammad Hashem Botshekan, Camelia Oprean-Stan, Amir Takaloo
Format:	Article
Language:	English
Published:	MDPI AG 2023-06-01
Subjects:	Asset-Liability Management banking industry mathematical optimization financial statements balance sheet revenue and cost
Online Access:	https://www.mdpi.com/2227-7390/11/12/2761