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A Fractional Programming Problem for Bank Asset and Liability Managemen
Business School, National University of Mongolia, Ulaanbaatar, Mongolia
Business School, National University of Mongolia, Ulaanbaatar, Mongolia
- 1 Business School, National University of Mongolia, Ulaanbaatar, Mongolia
- 2 Business School, National University of Mongolia, Ulaanbaatar, Mongolia
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Abstract
The purpose of the paper is to present an Asset Liability Management (ALM) technique which uses a fractional programming model to determine the balance sheet of a commercial bank in Mongolia. We examine the balance sheet of a commercial bank introducing some common ratios used in the Bank. Numerical results were done in case of Mongolia in Central Bank.
KeywordsAsset and Liability ManagementBankingA Fractional Programming Problem
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