Multiobjective Analysis of a Financial Plan in a Bank
Financial planning in a modern commercial bank comprises several issues like profitability, risk profile and market competition. There are many subjects engaged what makes the whole process even more complex. In this paper the multiobjective linear programming model is presented. It is designed to help choosing strategic directions in bank’s financial plan.
The numerical example is performed with the use of data from financial statement of one of the largest Polish commercial banks. The model is solved with the aid of Steuer’s ADBASE method. Relatively large number of non-dominated vertices makes useful the method of filtering the solutions during the interactive-like procedure.
KeywordsCash Holding Nondominated Solution Bond Balance Multiple Objective Linear Programming Capital Adequacy Ratio
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