HA58 : Analysis Asset – liability Management with fuzzy multi-objective group decision-making approach
Thesis > Central Library of Shahrood University > Industrial Engineering & Management > MSc > 2014
Authors:
Behnaz Ameri Rad Gheysari [Author], Reza Sheikh[Supervisor], Sayyed Mojtaba Mirlohi[Advisor]
Abstarct: ALM is relevant to and critical for the sound management of the finances of any organization that invest to meet its future cash flow needs and capital requirements. An efficient asset liability management requires maximizing firms profit as well as controlling and lowering various risks. This multi-objective decision problem aims at reaching goals such as maximization of liquidity, revenue, capital adequacy, and market subject to strategic financial management, legal requirements and institutional policies in order to progress the profitability of banks. We can say that in the long-term strategic planning, asset management, and debt is the first step, because it simultaneously to the planning, control and direction of Different levels of assets, liabilities and capital note and takes into account the different aspects of balance sheet management. Asset-liability management is a first step in the long-term strategic planning process. Therefore, it can be considered as a planning function for an intermediate term. In a sense, the various aspects of balance sheet management deal with planning as well as direction and control of the levels, changes and mixes of assets, liabilities, and capital So we use goal programming then determines the annual amount of deviation from the policies of the Bank (the Pasargad Bank),after that calculate weight by pair-wise matrix Finally, the amount of the deviation is expressed in terms of lingustic-term. In these circumstances, developing strategies for banks, according to the terms described, evaluated, and the results reveal the correct procedures for the profitability and viability of the Institute of Directors can take.
Keywords:
#asset and liability management #linguistic term #goal programming #pair-wise matrix Link
Keeping place: Central Library of Shahrood University
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