Strategic bank asset liability management

Since the mid 70s and 80s, the banking environment has become more and more complex resulting in some serious difficulties at certain banks, partly because the instruments for sufficient strategic planning basically were not able to adapt to the changing environment. This work tries to build a global bank management approach for high-level strategic planning which takes care of today's urgent quantitative bank planning problems, objectives and constraints. The different bank objectives are coordinated in a way which is consistent with an overall, flexible bank strategy by using current OR-methods and advanced computational techniques and by considering forecasts of important economic influencing factors.