An application of goal programming model to a bank balance sheet management

Simple item page
dc.contributor.authorChiwandire, Denise D M
dc.date.accessioned2023-11-21T11:12:40Z
dc.date.available2023-11-21T11:12:40Z
dc.date.issued2019
dc.descriptionA research report submitted in partial fulfilment of the requirements for the degree of Master of Management in Finance and Investment to the Faculty of Commerce, Law and Management, University of the Witwatersrand, Johannesburg, 2019
dc.description.abstractThe research presented the application of a goal programming model to the balance sheet management of South African Banks in segmented markets based on multiple goals such as asset accumulation, total liability, shareholders wealth, profitability, earnings and total goal achievement. The significance of the study can measure the effectiveness of policy decisions and plan future investments effectively. The model determined the optimal structure of the balance sheet based on the fulfilment of strategic objectives. Data collected from annual financial reports covered the period 2011 to 2019. The solutions showed the achievement of all goals and possible improvements in target values for optimization.
dc.description.librarianTL (2023)
dc.facultyFaculty of Commerce, Law and Management
dc.identifier.urihttps://hdl.handle.net/10539/37072
dc.language.isoen
dc.rights.holderUniversity of the Witswatersrand, Johannesburg
dc.schoolWits Business School
dc.subjectGoal programming
dc.subjectBalance sheet management
dc.subjectLiability
dc.subjectUCTD
dc.titleAn application of goal programming model to a bank balance sheet management
dc.typeDissertation
Files
Original bundle
Now showing 1 - 1 of 1
Thumbnail Image
Name:
2120086 Denise D M Chiwandire Final Research Submission MMFI.pdf
Size:
1.35 MB
Format:
Adobe Portable Document Format
Download
License bundle
Now showing 1 - 1 of 1
No Thumbnail Available
Name:
license.txt
Size:
2.43 KB
Format:
Item-specific license agreed upon to submission
Description:
Download
Collections
Electronic Theses and Dissertations (Masters/MBA)