OPTIMIZING BALANCE SHEET FOR BANKS IN INDIA USING GOAL PROGRAMMING

In earlier years, there was abundance of funds in banks the form demand and savings deposits. Hence, focus mainly on asset management. But intense competition volatility interest rate due to banking reforms reduced availability low-cost therefore, focused liability management as well. These pressures call for structured comprehensive measures not just ad hoc action. This is how started concentrate more both sides balance sheet. As a result, concept asset-liability originated India introduced Indian industry since 1st April 1999 administer risk aspects. paper attempts optimize assets liabilities using goal programming technique. Secondary data collected from annual reports Allahabad bank 2010-2019 RBI website used modelling. The findings show that bank, help achieving optimization increase profitability. model incorporating constraints set objectives. It can support decision making process, planning, budgeting, forecasting. An attempt made use realistic goals after discussing with officials.
 JEL Classification Codes: C61, G21, G32.