A Fractional Programming Problem for Bank Asset and Liability Managemen

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DOI: 10.4236/ib.2018.103007    1,222 Downloads   2,885 Views  Citations

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.

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Ankhbayar, C. and Enkhbat, R. (2018) A Fractional Programming Problem for Bank Asset and Liability Managemen. iBusiness, 10, 119-127. doi: 10.4236/ib.2018.103007.

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