BANK ASSET LIABILITY MANAGEMENT TECHNIQUES: AN OVERVIEW

Kyriaki Kosmidou and C. Zopounidis
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C. Zopounidis: Technical University of Crete, Dept. of Production Engineering and Management, Financial Engineering Laboratory, University Campus, 73100 Chania, Greece

Chapter 17 in Fuzzy Sets in Management, Economics and Marketing, 2001, pp 255-268 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe uncertainty that prevails in the financial and investment environment has prompted banks and other financial institutions to seek out greater efficiency in the management of their assets and liabilities. Today's asset management decisions create tomorrow's problems as well as tomorrow's opportunities. This need has led to studies concerning the optimal balance among profitability, risk, liquidity and other uncertainties. The present paper makes a brief overview of the bank ALM techniques that have been developed and used over the last 20 years.

Date: 2001
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