In the era of big data,multiple objective decision-making models not only facilitate the digital transformation of the finance industry,but also enhance its risk control capability.Taking the balance of safety,liquidity,and profitability as its main goal,asset-liability management of commercial banks is an important dimension of bank risk management and the soul of bank operations.In response to the multiple conflicting goals in asset-liability management and the uncertainty of each target value,the optimization model of asset-liability management of commercial banks based on multiple-choice goal programming model is established for research.The research results show that,compared with the traditional goal programming method,the multiple-choice goal programming model possesses higher flexibility,can avoid the underestimation of the target value,and achieve more ideal results.The model can effectively optimize the assets and liabilities structure of commercial banks,achieve a better balance between risks and returns,and meet the expectations of management.
维普
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