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The fundamental issues facing senior bank management revolve around the structuring of a bank's balance sheet. Since yields can be assigned to each asset category, and costs to each liability category, the profits of the bank can be represented in terms of its balance sheet position. Thus, a bank's financial goal of maximizing returns to shareholders through maximizing profits can be translated into the operational goal of achieving some target end-of-period balance sheet position producing the greatest profits.
This paper describes a successful application of linear programming for assisting the management of Central Carolina Bank and Trust Company CCB in their financial planning process.
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Bradley, S. P., and Crane, D, B,. 1973, "Management of Commercial Bank Government Security Ponfolios: An Optimization Approach under Uncertainty," Journal of Bank Research Vol. 4, No. 1 (Spring), pp. 18-30.
Chambers, D., and Charnes, A., 1961, "Inter-temporal Analysis and Optimization of Bank Portfolios." Management Science Vol. 7, No. 4 (July), pp. 393-410.
Cohen, K. J,. and Hammer. F. S., 1967. "Linear Programming and Optimal Bank Asset Management Decisions," Journal of Finance Vol. 22. No. 2 (May), pp. 147-168.
Cohen. K, J,. and Hammer, F. S., 1972. "Linear Programming Models for Optimal Bank Dynamic Balance Sheet Management,'" Mathematical Methods in Investment and Finance edited by Szego, G, P., and Shell, K,. North Holland Publishing Co., Amsterdam, pp. 387-413.
Dince, R, R. and Fortson. J, C., 1977, "An Application of Goal Programming to the Management of a Country Bank," Journal of Bank Research Vol. 7. No. 4 (Winter), pp. 311-319.
Waterman, R. H. and Gee, R. E., 1963. "A New Tool for Bank Management: A Mathematical Model in Banking," Bulletin of the Robert Morris Associates (January), pp. 173-180.
Kuwait's al-Manakh stock market crash in August 1982, which resulted in an outstanding debt of US $94 billion, subjected banks to high risks and precipitated an economic recession, business failures, and bankruptcies. Courts could not settle traders' .
Financially constrained borrowers have the incentive to influence the appraisal process in order to increase borrowing or reduce the interest rate. We document that the average valuation bias for residential refinance transactions is above 5%. The bias .
The Capital Assistance Program (CAP) was created by the U.S. government in February 2009 to provide backup capital to large financial institutions unable to raise sufficient capital from private investors. Under the terms of the CAP, a participating .