Treasury Mgt

Abstract : The aim of this paper is to present an Asset obligation Management (ALM) technique, which combines a intention programming model with a simulation analysis to determine the balance winding-sheet of a bank for the year 2000. To attain this goal, we analyzed the 1999 balance sheet of a Greek commercial bank facing conflict goals such as returns, liquidity, solvency, and expansion of deposits and loans under uncertainty. An optimizer was embedded in a simulation model to obtain different optimal solutions for a set of interestingness rate scenarios, while a sensitivity analysis explored the effects of alterations in the magnitude of goal priorities. CHAPTER 1: INTRODUCTION Asset and liability management is defined as the simultaneous planning of all asset and liability positions on the banks balance sheet under considerateness of the different management objectives and legal, managerial and market constraints, for the purpose of mitigating interest rate risk, providing liquidity and enhancing the value (Gup and Brooks, 1993).

Nowadays, the growing internationalization, the globalization of pecuniary markets, the increasing competition in the national and international banking markets and the mental hospital of complex products have increased volatility and risks. The great and speedy availability of all kinds of different information due to the teaching towards an information society has eliminated any delays between the occurrence of an outcome and the impact on the markets. Consideration of uncertainties is critical in financial planning. Investors often seek to develop long-term strategies that hedge against uncertainties. entirely evaluating long-term investment strategies requires several components that are not at one time commonly available. There must be a look to generate scenarios that is logically consistent and based on vowelize economic principles. Moreover, parameters of the scenario... If you want to get a full essay, order it on our website: Orderessay

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