Optimization of Banks Deposits and Facilities Portfolio using Linear Programming (Case Study: Bank Saderat of Iran)

Optimum assignment of deposits and facilities is as one of the most strategies of banks. The optimum assignment of deposits is led to target of deposits of banks and the optimum assignment of facilities will be led to more return than deposits gather cost and fast responding to bank customers. Target of this research is presentation of linear programming models for determining the optimum portfolio of banks deposits and facilities with approach of decreasing monetary actual cost. The applied tool in this research is linear programming models and data used are quantitative. Three scenarios have been considered in this research. In one scenario, is proposed a linear programming model in order to optimize deposits portfolio of bank. In second and third scenarios, is proposed two linear programming models respectively, for optimizing the deposits portfolio and the deposits and facilities portfolio of bank with approach of decreasing monetary actual cost. The one scenario and the second and third scenarios respectively, are surveyed under static and dynamic situation.