طراحي و تدوين الگوي ارزيابي آثار اعمال مديريت دارايي و بدهي در بانكها با استفاده از مدل برنامه ريزي آرماني

Designing and Developing a Model for Measuring The Effect of Using Asset and Liability Management in Bank Applying the Goal Programming

Asset-liability management is a set of managerial tools, designed for banks in order to encounter the risks-those which result in a decrease in banksʹ profit and efficiency-which they face. Asset-liability management includes loan operation related costs, deposits and investment portfolio management and in another word it is a part of bank management and it can be counted as a structured and systematic process in balance sheets management. Actually Asset-liability management indicates the relation between risk and return. Therefore ALM discusses risk taking through creative guidelines in order to reach a desirable return and it always starts with analyzing the balance sheet and its internal and external elements. The purpose of this paper is the presentation of asset and liability management with the respect to goal programming model to achieve the ideal amount of liquidity and the combination of optimal assets and liabilities.