TITLE:
A Fractional Programming Problem for Bank Asset and Liability Managemen
AUTHORS:
Ch. Ankhbayar, R. Enkhbat
KEYWORDS:
Asset and Liability Management, Banking, A Fractional Programming Problem
JOURNAL NAME:
iBusiness,
Vol.10 No.3,
August
13,
2018
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.