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Application of constraint logic programming to asset and liability management in banks

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Abstract

Constraint logic programming is a relatively new and promising paradigm. In this paper it is shown that this approach yields flexible tools to support financial decision making. As an example we present an asset and liability management model implemented in the CHIP language.

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References

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Broek, J.M., Daniels, H.A.M. Application of constraint logic programming to asset and liability management in banks. Computer Science in Economics and Management 4, 107–116 (1991). https://doi.org/10.1007/BF00436285

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  • DOI: https://doi.org/10.1007/BF00436285

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