An (interactive) decision support system for bank asset liability management

摘要

We will present a short overview of the major quantifiable conflicting goals in bank asset/liability management and their definitions in our Multi-Criteria-Decision-Making (MCDM) model and DSS. Uncertain parameters are considered by user-given scenarios and the use of risk evaluation through risk measures. We describe the decision method (reference point approach) and the (interactive) decision support system IDS-SBALM and its features with respect to DSS methodology. Finally, we provide a short example of the model and some possible banking strategies.