Application of Goal programming for Assets & Liabilities Management

The research aimed to apply the modern quantitative methods in the banking activities with simple way to enable the decision makers and analyst to be more aware of its parts, one of the research targets is getting acquainted with the extent of solution and optimum strategies in assets and liabilities management through obtaining the list of the financial status which realizes all the banks goals. The research revealed several important results which are the possibility of applying goal programming method in the liabilities and assets, the goal programming model realizes all bank goals such as deposits attraction, the increase in investment, increasing the revenues and realization of the minimum for the banking sheet in comparison with linear programming model and the actual financial list of the bank.

Autorentext

Dr. Mohammed Hussein Abdelrahman Hashim Sudanese, Married with three children; Date of birth: 1972- Sudan, Educational; PhD Program in Statistics in 2007; Master in Applied Statistics in 2004 BS in Econometrics and statistics with honors in 1998, Faculty of Economics, University of Khartoum; Career:1999- Present Omdurman National bank.