Other publications that exist on this topic, are mainly focused on the
general aspects and methodologies of the field and do not refer
extensively to bank ALM. On the other hand the existing books on goal
programming techniques do not involve the ALM problem and more
specifically the bank ALM one. Therefore, there is a lack in the
existing literature of a comprehensive text book that combines both the
concepts of bank ALM and goal programming techniques and illustrates the
contribution of goal programming techniques to bank ALM. This is the
major contributing feature of this book and its distinguishing
characteristic as opposed to the existing literature.
This volume would be suitable for academics and practitioners in
operations research, management scientists, financial managers, bank
managers, economists and risk analysts. The book can also be used as a
textbook for graduate courses of asset liability management, financial
risk management and banking risks.