Multiobjective Analysis of a Financial Plan in a Bank

  • Jerzy Michnik
Conference paper
Part of the Advances in Soft Computing book series (AINSC, volume 12)


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.


Cash Holding Nondominated Solution Bond Balance Multiple Objective Linear Programming Capital Adequacy Ratio 
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Copyright information

© Springer-Verlag Berlin Heidelberg 2002

Authors and Affiliations

  • Jerzy Michnik
    • 1
  1. 1.Department of Operations ResearchThe Karol Adamiecki University of Economics in KatowiceKatowicePoland

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